This comes up a couple of times when I do a soft rest on my phone. Formatting the card via laptop or via phone doesn't solve it. I have done that in the past but I still get this pop up on a couple of ocassions.
Even if I get a proper goodbye message when my phone shuts off, this screen appears but yes not always. Say I do about 10 soft resets, about 5 to 6 times out of 10 I get this pop up to scan the SD card. Just select OK, the scan lasts for about max a minute and then its done.
Yes it does take time to load on the start screen.