Not getting Prompt of incoming changes Accepting Incoming Changes into disconnected component will not load them into the sandbox, Do you want to continue
One answer
This is just an informational message ... not an error message. It is just warning you that in your sandbox you won't see the changes you are accepting, since you do not have that component loaded in the sandbox.
But the scenario you describe appears to be inconsistent ... on one hand, you say that it is not showing any incoming changes ... on the other hand, you are describing an information message that appears when you try to accept incoming changes. So where are you looking for those incoming changes (in the Pending Changes view)? And what operation did you invoke to get that informational message?