Updated June 8th, 2019.
You’ve seen this box before. You get it every time you go to the Finder’s File menu and choose “Empty Trash…” Then you click the blue Empty Trash button, and finally the Trash starts to empty. It’s not a LOT of work but you can cut out a step if you hold the Option key down when you choose “Empty Trash” from the File menu. If you do it with the Option key the Trash begins to empty as soon as you choose the Empty Trash menu item.
Sharp-eyed readers will notice that without the Option key, the menu item is “Empty Trash…” while with the Option key, the menu item is “Empty Trash” (no ellipsis.). (The ellipsis always indicates “there’s a dialog box coming.”) Holding the Option key goes straight to the emptying action.