Very good. You can re-flash the same heads firmware without a re-ownership, but re-ownership was definetely an important step here in any case.
Your question was also asked by another user and it’s a new warning indeed. If you go to the heads gpg menu, there is an option to display the public key. This relates to the gpg signature key on the NK3 you see when you execute gpg --card-edit from the booted machine to crosscheck it. Imagine a case where someone swapped your NK3, doing a re-ownership and replacing it with a compromised one. You may not notice until you have to enter a PIN. However, the gpg key will have changed during re-ownership and this way you can detect it, if such a situation might have happened. This is no new feature, but I believe the new warning relates to it.
I leave your question below, perhaps NK support finds time to clarify it.