Welcome to the Community family. I can help you check why QuickBooks keeps on asking you to set up a bank account.
QuickBooks would prompt you to set up a bank when the feature you're using requires a bank information such as, Direct Deposit payroll, entering a bank deposit, etc. To verify you've successfully set up a bank account, please review the steps in connecting bank:
Here's how to connect bank through Banking:
Go to the Banking tab.
In the Banking page, click the Add account button.
Enter the name of your bank on the search box.
Enter your User or Login ID and password for the financial institution's website and click Continue.
Complete the security verification steps your financial institution requires and select Securely connect.
Choose the bank emblem for the account you want to connect.
Select the Account type drop-down menu to choose either a Bank or Credit Card account. If you haven't already created the account, you can select +Add new to create a new account.
This information should help you get rid the message to set up bank. Let me know how things go after following the steps above. If you have other questions aside from this, just leave a reply below. I'd be glad to answer.