Before saving any changes to a match rule set (including any changes to match rules in the match rule set), the Schema Manager analyzes the match rule set and prompts you with a warning message if the match rule set has any issues.
This is only a warning message. You can choose to ignore the message and save changes anyway.
Example issues include a match rule set that:
is identical to an already existing match rule set
is empty—no match column rules have been added
contains no fuzzy-match column rules for a fuzzy-match base object
contains one or more fuzzy-match columns but no exact-match column (can impact match performance)
contains fuzzy and exact-match columns with the same source columns