If the object is modifiable in another database, it is best to make changes there and not override the security rules. However, if the object is modifiable in the current database and then is handed over to another database, it is safe to modify the object (provided it has not been included in any DCM transfers; because once the object has been included in a transfer package, the package possibly was received, and, hence, the object was possibly modified elsewhere).
In this example, if you continue despite the warning, then changes made in another database could overwrite changes made in the current database. Such changes are lost without further warning. Clearly, the DCS pt_admin role, which is required in order for you to make these changes, carries much responsibility.