Newer versions of Mac OS X application can issue the following alert while saving to CloudDrive:
"The document 'file name' is on a volume that does not support permanent version storage".
This is because this feature is only availanle for HFS+ volumes, and is not supported by OSX FUSE.
Explanation from Apple: http://support.apple.com/en-us/HT203598
This does not influence how the product work and it is safe to click the check box "Do not show this message again", so you do not receive this message again