Hi Chris,
You can thank GDPR for this. When ticket stops or Underground stations used to register an Oyster card they set the flag on the card to say it was registered. However, the method of storing and transferring the paperwork to the central location wasn’t particularly secure, so TfL switched to online only registration. This means that the details are no longer set on the card, so it prompts you to register it every time you use a machine.
You can safely ignore this warning as long as you have registered it online.