This suggested NOTE would be issued when, in a DATA step, a variable is retained which is present in an incoming dataset; since such variables are automatically retained, this points to a mistake on the part of the coder who wants to create a new variable, and who will be surprised that "the RETAIN does not work" because the retained value is always overwritten by the next observation that is read.
Something like
NOTE: Variable XXX is read from dataset YYY and therefore automatically retained.