This is just a hint you can remove as @milet mentioned already. The system will not discard you post. Any link can be posted as often as users like to do so.
At the risk of stating the bleeding obvious, I suspect the complaint here is not that “you cannot dismiss the box with ESC” but that “the box appears every time and the advice is useless”.
Is there a way of turning it off (preferably on a user by user basis, so that those who like Magic 8 Ball-level advice can still get it)?
Discourse automatically links anything that looks like a domain name, including osm.org (but not the brand-new osm.wiki!?). Around here, we often refer to the site without intending to link to it. Personally, I find the link to be distracting in my own writings. Whenever you find yourself in this situation, you can escape one of the periods in the domain name with a backslash, for example, wiki.osm\.org. Hope this helps!
We discussed this, and agree that notification of linking to osm.org when it’s already posted in the topic is not useful - Discourse just did this to me. We also discussed if notifications of previous links are useful in general and were skeptical. However, there’s no relevant settings that we can find that would either turn it off for specific sites, or turn it off in general.