[Kamog]

You wouldn't see the warning if you recently acquired the planet and if the warning had already happened before you got it. For example, if the planet belonged to another player, they got the warning and then they traded or gifted the planet to you, or you took it over with troops or intel.

Or maybe an enemy ship equipped with a Tectonic Bomb blew up the planet. Like Jack said, maybe the enemy ship was cloaked.