The warning is there because the dataset names/labels will also be used when looking up covariates; that is, if you used the '-covariates' option. If that were the case, the '-covariates' option would be very unhappy with you (since it would be unable to tell which line in the covariates table went with which input dataset). Otherwise, what you got is just a warning message -- in case you might want to add covariates at a later date.