The Replace Map dialog is displayed when you change a map type to any type of map that can have sub-maps. It gives you the choice of replacing the original ("old") map completely, or using the original map as a sub-map of the new map.
Compact Material Editor > Go to a map level or a standalone map. > Type button > Material/Map Browser > Choose a compound map.
Interface
Discard old map? Discards the old map.
Keep old map as sub-map? Retains the old map as a sub-map.