I have assumed it's a bug also, but it does get annoying as the image will load, then after about 4 to 8 seconds later, the "damaged" notice appears.
I get this with about 50% of my HDR combinations, from Nikon, Canon and Fuji. The images will all process out fine, as far as I can tell. But the images with this message also seem to work slower in LR, with adjustments.
I will get this message 100% of time when I take multiple HDR images and create a pano. I have tried not using the boundary warp and I still get the message. Most times these are 3 image segment HDR's. Most times I will have 4 HDR (which will be combinations of 3 images) segments to convert to a pano. Boundary warp on or off, the "image appears to be damaged" message appears each time.
With panos I am creating with just single exposures, say a 4 or 5 image pano made from vertical segments, I use the boundary warp most of the time and most times at 100%, and I have not seen the "image appears damaged" message.
Great features, just not well tested as I have found several bugs with both the HDR process and pano merge.
1. excessive noise with HDR images which has been noted many times on this site and others, (with max de-ghosting)
2. blown highlights when combining multiple HDR images as a pano, see my previous post on this site. (same images work fine in photoshop CC when exported from LR)
Paul C