The reason for this warning is, that there are un-optimized properties used in the report. In this case we show column creation warning. We loop through the properties in report and identify if they are exposed or not. If there are any unexposed properties, we show this warning.
Generally, properties are stored in Blob(in pzpvStream column of the respective table). Those properties you can consider as unexposed properties. To know more you can go through the help document. Please refer to below article.