You don't get an error message, you get a badge. The difference is that the it acts as a reminder and doesn't pretend that there's something wrong.
What's been bugging me is that a recent update (16.2?) means there's no way to dismiss the "Set Up Cellular" prompt in Settings anymore on an iPhone with no SIM.
All of this is, frankly, paternalistic bullshit that treats the user like some kind of idiot or sometimes "mark".
It's been distracting enough that I didn't use my previous company iPhone, and it's distracting enough that I'll fully switch off Windows.