It's part of how classification law works in the US DoD.
Note: I do not hold a clearance, but I've had to sign affidavits for others, so I know a bit about how it works.
Basically, the rules put the burden on the holder of a clearance to not expose themselves to information they shouldn't. If and when it does happen, you need to report it. The way the system works is of course horridly bureaucratic, but on the whole if you report things with honesty early it'll be handled without being a big deal.
In any case, this means when you participate in forums/venues where open source intel and clearance holders are likely to interact, you'll see people giving that sort of warning as a courtesy, so that the clearance holders can just dodge the issue. It's sort of like putting a content warning in one of your early slides if you're going to discuss something that could be highly distressing to some people.
Probably the most glaring example of this sort of content is the snowden archive. As a clearance holder you would not want to get noticed holding onto some of the documents that are in there, no matter their veracity.