That just means that there’s something the plugin (which is a very simple creature) doesn’t understand or recognize about your setup.
In general, I recommend checking your headers in the subsequent section and if it looks right, then you’re probably fine. I tried to improve the checks this last release, but as I don’t have every possible setup on hand, it’s hard to make sure I catch every possible iteration.
The check was primarily crafted for people using Varnish on DreamPress, and has not been extensively tested elsewhere.