Actually it is OK to ignore that suggestion. If it is updated or exited while downloading, only about 1 second's progress will be lost. The downloads will resume after the update or the next start of Firefox. This feature is less tested though (I often use this extension but only sometimes exit while downloading), so the suggestion is written.
Now (v0.3) its automatic update is configured to be delayed until browser restart. I do not know any method of detecting Firefox exit without interfering the tabs (limitation of Firefox 57 extension).
