It does - if you have the Class D layer checked.
But we can fundamentally ignore Class D.
The warning is from DJI, who do their own idea of what we need to be warned about.
Have a read of (a rather long) thread that includes explanations of the significant difference between DJI’s Geo Zones and UK legislated Air Space and restrictions.
The latter is what we have to abide by to be legal, but the former may make it difficult to fly a DJI drone in a location that one can legally fly.
The two do not match in location/size/nature of restriction - and it’s important to understand the differences.
See this thread : Can you fly? DJI NFZs v UK FRZs and other Air Space