I could not find UI to disable popup in DNN (DotNetNuke) 9. I had to resort to SQL script in order to disable popup. Here it is.
UPDATE [dbo].[PortalSettings] SET SettingValue = 'False' WHERE SettingName = 'EnablePopUps' AND PortalID = YOUR_PORTAL_ID -- Replace YOUR_PORTAL_ID with your portal id
Once you make the change, you need to restart the application in order to make it effective.