You can adjust the alerts so that the game does not pause or center on the canceled dig tile. Digging out such a place can be a little annoying, yes, but it makes sense.
You can, but that's an across-the-board/permanent change. Unless you go back in afterward and edit the files again.
If I'm digging out a random chunk of rock somewhere underground, and I don't know what's down there, I want my dwarves to cancel and warn me if they find damp/warm stone. If I'm digging out a chunk of rock underneath some water or magma, and I know it is there, and I think I know what I'm doing - I just want them to do what they're told.
It would be nice to have a way to have both behaviors in the game simultaneously, without having to keep editing files.
Dwarves would be nervous digging through damp or hot rock, and would be very reluctant to continue digging. Just takes a bit of extra encouragement to get them to keep on digging.
Keep in mind that these are the same dwarves who will happily channel out beneath their own feet, and then plummet to their deaths. Or who would rather dodge into magma than get bitten by a marmot.
Also the situation generally doesn't come up that often. If you have a 10x10 lake why not leave an undug level between the lake floor and the rooms under it? Looks better too, rather than having paper thin floors supporting that much water.
It comes up often enough for me...
Depending on the fort I may very well leave an entire un-dug floor intact... Or I might not.
I'll usually have a whole z-level devoted to magma plumbing underneath my workshops. I don't want to lose two z-levels to that plumbing if I don't have to.
Or I'll set up some water plumbing and a cistern... Again, I don't want to lose an entire additional z-level buffer every time I run a water pipe.