VBA Open produces Update Links, Excel UI does not

[WaltzAir]

Excel 2007 VBA -- When I open a particular file from the Excel user interface or Win Explorer, the file opens without the "... links cannot be updated" dialog. When I use a empty new file and a vba code of only "Workbooks.Open filename", it opens with the dialog.
I have purged the file of all the links I can find (all defined names, formulas, validations, conditional formats).
Anybody have a theory about why this occurs or a method of attack I can take to ferret it out?

 

[WaltzAir]

Found a missed cell with data validation using the Compatability Checker. However, that still leaves the question of why I did not get the dialog from the user interface -- but that is just academic now.