I tend to agree with GPEngine that Zorro suddenly switching from noninteractive (auto) mode to interactive (click is needed) is not very nice. I've not seen much problems with it so far, but I've also occassionaly seen popups that didn't make much sense.
Here's an idea (that might also help GPEngine's case), if command line switch is used (-train in this case), behave non-interactively and just die with an error message (exit status?) if some fatal error is encountered. Don't ask for user assistance, because the user might not be near, that's why -train was used (probably Zorro was called from another script).
OTOH, if Train button is clicked, the operator is probably still near, so continue asking for help/direction with popups when needed (in case of an error, etc...).
This approach could bring the best of both worlds, IMHO.