Trying the tool myself, and seeing what it reports with some domains I'm familiar with, I'd say that it could be a number of things that lead to that informational message (note that it's an 'i' for information, not an '!')
For instance, one of my zones has nameservers outside the zone, and of the authoritative nameservers for the zone they don't all have A records within their authoritative data to be returned in a response.
But that's ok - any querying nameserver shouldn't trust such data anyway. Long ago, you'd have gotten away with it, but these days every nameserver could be trying to lie and sneak out of zone data into your cache.
So don't worry about it. By the time the query reaches your nameserver, it's already found at least some of your nameservers' IP addresses. Be more concerned with the delegations being the same as your own zone data (the next entry, "Mismatched NS records") and that none are 'lame' ("Nameservers are lame: All the nameservers listed at the parent servers answer authoritatively for your domain" -- worded badly, but you want to ensure that there's a tick there.)