This is happening when running a scheduled job? That sounds like a defect in the product. I suggest that you report it to SAS technical support and we'll take a closer look at it.
In the meantime, you might be able to work around it by bumping up the number in Tools->Options->Results General: "Prompt before opening results larger than..."
The default is 5MB. Try changing it to 10 for the example you mentioned.
Chris