But when I look for evidence of that, I see that there has been at least a very significant effort to put each name where it ought to be. (For example, many Dutch names with Van belong under V, and that is where they are.)Note: Composers are not sorted on prepositions in surnames.
The warning seems to mean "Watch out - the list is sorted in a naïve/incorrect way", but (at least in general) I think the list is already the way it should be. Is the warning still serving a purpose?