Yes, I have.
I believe you get that when, as a condition of the reservation, you have cancelled past the allowable time.
It happened to me once, but I wasn't charged. I don't know why I wasn't charged, it might have been since there was a hurricane, or because I was a loyal customer, or because I stayed in another marriott hotel in another city that night, or maybe they were able to sell the room.
In any case, they would have been probably entitled to charge me for the cancellation had they wanted to. I'm glad they did not.
Yes, I have gotten that warning on several occasions when I was not passed the time to cancel. I cancel my cancel and call the hotel directly to cancel.
Lately, I have also made reservations and it has a cancelation warning that I will be charged, but does not give the time the room has to be cancelled by. That is really annoying and I am just not making reservations at the hotels that won't tell me when I need to cancel by.