it only asks on a cold boot.
if fast boot is enabled it doesn't shut down completely until 24 hours after you last used the camera, or until you charge it.
fast-booting skips the boot logo and animation, and it keeps the memory card mounted while the device is off.
in a cold boot the memory card needs to be mounted, and this usually happens shortly after the starting application(usually the launcher, but it's the camera app on the sgc) is launched.
because the camera is launched before the memory card is available it defaults to internal storage, and then asks if you want to switch once it detects the insertion(mounting) of the memory card.