This sounds like you are working in a workspace configuration that automatically loads the database interface. typically this is done at the user/project/site configuration level. How did you arrive at the user/project configuration ? When you start up Microstation/Bentley Map, do you choose a user and project name ?? Since there are many sopts in the configuration that could be loading the database interface, it is hard to tell you exactly where to start.
One thing you might do is open up Microstation/Bentley Map the way you usually do and then go to the workspace configuration and see what the value for MS_GEODBCONNECT is set to. If it is '1' then your configuration is set up so that the database is assumed to be connected. If you have not defined a DB connection, then you will get the form asking you for a connection. To the right of the coonfiguration variable name in the workspace configuration form, there is a value . This may be set to User, Site, Project, Undefined, Appl, etc. This tells you where this configuration variable is set. You can edit the value in the configuration form or go to the configuration file that this is contained in to set it.,
HTH
Jerry