If the macOS installer can't create a recovery system on your disk, it allows you to continue the installation, but warns that some macOS features won't be available. That can happen in these circumstances:
- You're installing on a RAID volume. macOS doesn't create a recovery system on RAID volumes.
- You're installing on a volume that contains a Boot Camp partition that was modified outside of Boot Camp Assistant or added after using Boot Camp Assistant. To resolve, back up and erase your startup disk, including the Boot Camp partition, then reinstall macOS and use Boot Camp Assistant to create a new Boot Camp partition.