Nope, this is a "feature" of almost every game that autosaves, and I've never seen a way to turn it off.
I don't have a reference for this, but I've worked on a project that had similar features (automatic saving of files to a user's memory device) and we were required by the vendor to display a similar screen - it's a way to deflect the blame if the user does something silly, like pull the memory unit out or shut the device down when it's writing data. That way, we could say "You were warned!" if/when you experience data loss.
I'd be willing to bet that Sony (and Microsoft, maybe Nintendo too) require such a screen to be present in a game that autosaves in order for said game to pass certification.