You are connecting directly to your server.
The version of Plex Web that ships with the server is always an older version than the hosted version at app.plex.tv.
That is why you are seeing the message.
The hosted version can be updated as needed by Plex. You can view a list of the changes in each version in the Plex Web announcement thread.
Plex Web uses cookies to store some settings. If you clear cookies or they are blocked, you will see the setup dialog.
If you have any cookie blockers, ad blockers, etc. then whitelist the plex.tv and plex.direct domains.
