Why it's flagged. Inspect lists, once each, the paragraph and character styles in your file that aren't factory styles or your editor's built-in ones. A style you declared in the transmittal says Declared on your transmittal. Nothing to do.
How serious. Just noting; a style you declared shows under Carried through automatically.
How to fix it. Nothing to do here. A style you haven't declared is also listed under Custom styles not in your transmittal, which says when it's worth declaring.
When to leave it. Leave it.