There is no issue with the thermostat itself. The warning is for the thermostat WIRES where they connect inside the air conditioner. They may have been installed not following manufactures requirements. Since those wires are not fused, a short may cause the circuit boards to overheat and possible catch fire (not a very high probability). The dealer will open up the air conditioner cover and inspect the wires and connections and repair them if they appear to be damaged. You can check the wires yourself by removing the inside air filter cover. The wires should be plainly visible.