[Toe]

I guess that's normal.
It seems the mercenary is unhappy that he can't install the item on his ship, but accepts the payment anyway, because it can be sold for profit later on. At least that's my explanation.
But if you ignore the warning the given item (and the points you get for it) will be lost. Therefore other ship systems that don't replace existing ones are preferrable - which means things like cloaker, scramblers, scanners, antigraviton shunts, nebular plows and repair bots.