I'm getting the same warning when shared-nothing migrating a VM between two clusters and I'm selecting a destination datastore that is inaccessible from the source host. If I select a different datastore that is shared by both clusters, no such warning pops up.
This warning is probably thrown because the vMotion assumes it will stay within the same cluster and is checking whether source and destination host can access the same datastore. As the datastore (and HA agent config) is not shared between your source and destination hosts residing in different clusters, it seems like the vMotion compatibility check assumes it's a local datastore or something like that.
However, once migrated into the new cluster, the FDM HA agents should pick the new VM up just fine and protect it according to your cluster HA settings, so nothing to worry about here.