Desktop integration of JNLP applications cannot be skipped

Some of the samples provided with JavaFX, e.g. BrickBreaker, are configured to create desktop shortcuts when started via JNLP. In this case I get a desktop integration warning when I lauch the application with two options "ok" and "skip". (I don't know what the exact english wording is because I am using a german Windows and Java version.) When I click "ok" the application is launched and the links are created, but if I click "skip" nothing happens and the lauch process stops. My expectation however would be that just the creation of the desktop links is skipped but not the entire launch. Actually it is a pain if you want to try out several samples provided via JNLP and afterwards your desktop is cluttered with JNLP links because you cannot skip their creation. This may be a Java and not so much a JavaFX issue but it just makes JavaFX look bad and therefore I report it here.