Jabref keeps asking for a "wallet" to encrypt data?

We thought a little bit about that, the window pops up probably because we test on startup if there is a keyring available to store passwords. This may toggle automatically the keyring app in your os to open or complain.
Are you maybe using a proxy and decided to persist the password for it in the preferences?

Please check also if custom api keys for fetchers should persist:

Thank you for checking and reporting.
Carl