Annoying ? Why ?

The whole point of the Program, Aperture and Shutter modes is that exposure is automatic. When you select those modes you are saying "please get the exposure 'right' for me".

Say you have the aperture set to say f/2, the ISO set to 400 and it is a nice sunny day. That could mean that the shutter speed is 1/8,000 of second or some equally high number.

The camera could either just go ahead and take the shot at 1/4000, resulting in an over exposed shot or it can not take the shot and indicate why it can't (i.e. flash the shutter speed on the display). I for one would prefer it to alert me to the problem rather than just slavishly taking the shot.

If you want to take a shot regardless of how it is exposed, there is always full manual mode.

A third choice would be to allow you to choose what it should do in that situation via an option. Some DSLRs may well do that, I've only ever used a couple of Canon models for any length of time, so wouldn't know if any did.