Your screen shot only talk about the BandGap, not the OSCCAL. read the PIC and see what's written to 0x3ff, should be something like 3480. If there's a value there, you're up to go.

My feeling is that some less sensitive device programmer software will erase the BandGap value BECAUSE it is located in the CONFIG register... the same who set your configuration fuses... nothing you can really do. However the Bandgap is for BOD and POR you may set them the way you like. I would dare to say to click on YES which seems to say it actually read the existing one BEFORE doing anything 'bad'.