What phone and Android version is this? This pop-up was changed to work like this in vanilla Android quite some time ago:
Much better, there's really no room for confusing here. You just select an app, and then select whether it should only be used once (which will bring the pop-up back next time you do the same thing) or always.
EDIT: Ok, saw that you have a G3. It's on 4.4, right? No idea why LG would change this behavior from the Android default to something that is clearly less understandable. Just one of those stupid things OEMs do for no discernable reason, I guess.