I think this just prevents hijacking of the OTA, if I read that correctly:
https://source.android.com/devices/tech/ota/sign_builds#sign-ota-packages
i.e. only someone with the keys I’ve generated now is able to create a build, that the updater will accept for updating. this does not affect any other functionality. The update to someone else’s builds (like officials) usually has to be done via TWRP anyways…
So if you’d like to get a signed build from me, that disables that warning and ensures, that builds from my OTA server are created by me, please flash this file:
http://ota.joameyer.de/LineageOTA/builds/full/e-0.7-p-20191003-UNOFFICIAL-FP2.zip