Thanks for using NextGEN Gallery Optimizer!
The original, Basic version of Optimizer began with a focus on optimizing the display of galleries in particular, and was created from code I had developed for a client with this specific requirement in mind. Since the aim was to make their site as fast as possible, it was not appropriate to add extra, slow-loading scripts for the [Show as slideshow] link or slideshows generally...so these options/shortcodes were not used (the [Show as slideshow] text link is an optional setting in NextGEN that can be disabled at Gallery --> Options --> Gallery --> "Integrate slideshow").
I later went on to develop the Premium version for users who liked the plugin, and who were looking to hire me for custom mods to support other shortcodes and the [Show as slideshow] link. The current Premium version of Optimizer does indeed support the [Show as slideshow] link, and furthermore, only loads the slideshow scripts on the sub-page that appears when the link is clicked...sparing your gallery pages from the extra weight and page load time. Likewise, Fancybox is prevented from unnecessarily loading on this slideshow sub-page also, as it's not used.
The notification you're seeing is only shown to logged-in admins - to inform them about the Basic version's limitations, the Premium version's feature set, and to let them know how to deactivate the link if they'd prefer. My apologies for any confusion, I'll be sure to review the wording for the next update.