The steering lock is always applied when the fob is removed from the dock. Sometimes the steering can hold against the pawl, preventing it from retracting properly. If the CJB doesn't see the lock pawl fully retracted, then it sends a message to the Ipack to display the warning, and also prevents the starter relay from supplying the starter solenoid with power.
Sometimes jiggling the steering wheel is all that's needed to free the lock pawl, just the same as we used to do with old fashioned ignition keys when the steering lock is engaged.