The machine - whatever it is - senses that the door is closed but warns that it is not locked.
Why else would there be such an indication?
The door is open? No
The door is closed and locked? No
The door is locked but not closed? No
The door is closed but not locked? Quite probably
I can not think of any other combination...
Yes I can - the door is closed and locked but the logic has gone awry and gives a false indication? Maybe...
Good Luck..., February 2016