Why it's flagged. Bold, italic or underline was applied straight to the words instead of through a character style. This is how most people format, so it's very common.
How serious. Carried through automatically. The build keeps your bold, italic and underline exactly as typed.
How to fix it. Nothing to do. Underline is worth a second look, though: books rarely underline. If it stands for italic, change it to italic in your editor.
When to leave it. Leave it. It's the normal way to emphasize words.