Actually (see the attached screenshot) there was no German unit. A routing German unit entered this hex and was subsequently eliminated. It looks like the game does not update the hex condition [&:]. Unfortunately, I forgot to save the game [:(].
The same warning was also displayed when I attempted placing another unit in the set-up hex located three hex right of the one shown in the picture. Another German unit was eliminated in this hex.
In this case, there are no consequences as there are lots of set-up hexes. In other scenarios, where units enter from a single hex, this bug could prevent the appearance of reinforcements.
On a side note: some hardcore rule lawyers (who, me? [:D]) could also send a unit on a suicide mission just to permanently block a set-up hex. I will investigate the possibiliy (just in pursuit of knowledge, of course [:D])
