I got a reply to the bug report.
Those boxes are to test for things connected to pins which are marked as no connect.
Unfortunately, there is no way to change the settings for warnings about unconnected pins, so I’m going to have to ignore the warnings for now (hoping that there’s no useful ones mixed in there), until I’m done with the schematic and figure out which pins I’m not using and put no-connect Xs on them all.
Hopefully that gets fixed in the ERC changes on the roadmap.