This can be fixed permanently using the following procedure and no root required on all rom types (stock, mod):
1) Enable developer mode (Go to Settings -> About phone, and click on the build number until the developer mode is enabled).
2) Enable USB debugging under Settings -> Developer options
3) Connect the device with a USB cable to a computer with the Android SDK platform tools installed
4) Start an adb shell: adb shell
5) In the adb shell, run this command:
settings put global tether_dun_required 0