Print screen of the warning...

I'm not sure why different permission prompts have different options, but if there is a site where you want a persistent Allow or Block, you can set that using the Permissions panel of the Page Info dialog.

You can call that up using any of these:

• right-click a blank area of the page and choose View Page Info > Permissions
• (menu bar) Tools menu > Page Info > Permissions
• click the padlock or globe icon to the left of the site address, then the ">" icon, then More Information > Permissions

Near the top, you'll find "Access Your Location" and you can uncheck the "Use default" box and select the permission you prefer.