It will happen.
Firmware Update from 2.1.0 and higher has two steps:
1. The .img files which get flashed whenever you hold START and SELECT while switching it on.
2. The filesystem updates (usually a .tar.gz-archive) with a gp2xupdate.gpu.
Before 2.1.0, you needed to run gp2xupdate.gpu yourself from the Utility menu.
From 2.1.0 on while booting the gp2x checks for the gp2xupdate.gpu file and if it's on the card, it asks if the firmware update should continue. That's what happens to you currently.
If GPH were smart, they would've implemented that the update files get deleted off the card after a successful update... that's one line more in their scripts.
So: Delete them from the card and everything is fine.