I downloaded about a dozen Files last night from here, and half of them had the Warning message pop up. The other half were just fine.
Those of us who have been around long enough know full well that the majority of Files stored here are just fine and (hopefully ) have no
abnormalities within them. I haven't seen any hanky panky going on when I put a File from here in my Sim.
Some have the Issue, some don't. Why it happens? That's the $64K question...