I've been wondering that as well. Because I'd swear mine was snapped on correctly and it still flashed that warning. It does it for the charging port cover too but only when its actually open.
Sent From My Galaxy S5
Current Device(s): Google Nexus 5 and Motorola Moto X
Past Devices: HTC Hero, HTC Evo 4G, HTC Evo 3D, Nexus 7, Samsung Galaxy S III, HTC One, Nexus 4