yeah kt0 already explained it.
Basically envision this.
You're writing a script that has to return something to reg0
but in the root of that script (so not in a try_begin/try_end) you have a condition, like let's say (eq, ":my_var", 1),
If :my_var isn't 1, then the whole script fails and won;t return any information.
Just in case you didn't realize this could happen, the compiler throws this warning and prompts you to use cf_ in front of the script name so you as a programmer are aware that it won't always return a value.
Usually when I get this, it means that I messed up my if statements, unless it's a script that's specifically meant to check for a condition