It's because a table which is part of a database has a back-link the database file embedded in the header. If the table was created in VFP, then it already has a larger header with space in it for the back-link.
If it's a file created in an older version of FoxPro, then it won't have that larger header and by adding it to the DBC you will make it unreadable by older versions of FoxPro.
I don't know how to avoid the message, sorry.