I don't remember seeing something like that, but when I get home I'll take a look..With your iPad docked, try double tapping the home button, then swipe the app bar at the bottom to the right. There should be a button to the left of the volume slider that looks like a box with an arrow in it pointing up from the bottom of it. If it's there, tap it and see if it gives you the Dock connection option to enable or disable the connection.
Update: No its not there.
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