What browser are you using? Native iOS Safari?
99 times out of 100 this comes down to a cookie caching issue within the browser. Once you hit cancel, assuming your browser is allowing cookies to be set, you will not be told again about the forum being Tapatalk Native until either the cookies are flushed, or the session expires, which defaults to 60 days, but is reset at its half life.
I just verified this using the standard browser on an iPhone with iOS 4 and an Android 2.2. (Safari and Chrome respectively.)
If you're using another browser (such as Opera Mini or something) let us know.