Color space profiles are usually embedded in jpgs. The default is sRGB (which you should be using if you share your images online). aRGB (Adobe RGB 1998) has a higher gamut (thus better color representative) but will look washed out if you share the images online since most browsers don't support color gamuts. You need to just allow GIMP to convert to sRGB which will then take care of any online sharing issues. I would, by the way, never click the Don't ask me again button since I like to know if there is a color profile embedded in my images. You can also say keep and work with the higher gamut and at the end, convert to sRGB before saving (option's under Image>mode).
