This is happening because you're declaring the Type for this InputBox to a number. So excel will automatically try to correct this. You can use an InputBox without a Type and program your own verification for checking if it's an integer or not.
Otherwise you can also add this before your code:
Application.DisplayAlerts = False
And then set it to True after. Now when you hit ok you won't be prompted with the error, but the InputBox will not go away. You could add additional instructions to the InputBox to make it clear it needs a number.