Keeping this simple. When you run an uninstall process you are telling your computer the program is gone by taking it through the uninstall process (using the uninstall file within the application). When you simply delete the folder the computer will still think the program exists, but has nothing to point to.
This can create several problems. Anything which might like to this program (in your case a dialog box) will still appear since it thinks the program is there. When you try and uninstall anything associated with the application the add/remove process will be unable to find the uninstall file since you deleted it.
You are always better going through the add/remove process. Even if you have to jump through some hoops like running third party add/remove software to find the uninstall you should do so. Simply deleting the program folder makes things messy.