Yes, I too have fast-forwarded to remove an item from continue watching, and it's asinine to have to do so. There should be an option at the very least under 'my list.' If (free) Tubi can make it so simple for users than why can't p+?
You can select Don't ask again for this channel to disable the prompt for the particular channel you are watching when the message appears. Alternatively, you can disable the prompt for all streaming channels using the instructions below: