It would be wise to let go of preconceived notions and accept how it works.
That is, unless you truly enjoy needless frustration.
Layers in SU do not isolate geometry from interaction and unintentional alteration.
A SketchUp layer is merely an assigned visibility attribute … nothing more.
Whether unprotected geometry is visible or not has absolutely no effect upon its innate will to interact with other raw geometry. If you’re seeing this popup it’s an indication bad things are happening behind the curtain.
Geometry is isolated/protected from alteration by progressively building each logical portion of the model and making it into a Group or Component prior to modeling the next portion.