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What's with these pop-ups?

These are there due to my understanding of the LinkedIn® terms of service. LinkedIn Corporation wants the user to have some way of verifying where the data is from.

Why do I need to authorize the plugin every time I want to fetch my profile?

I have not found a way to request read-only access to the profile. This means that an OAuth token is granted permission to modify your LinkedIn® data too. Saving the tokens would allow everybody with access to the blog database to perform actions on LinkedIn® on your behalf. Both revoking access and just not saving the OAuth tokens is a great way to prevent that.