A WebmasterWorld thread has a report from a webmaster that he is missing a message in Google Webmaster Tools, which he normally sees. The message is:
Typically, sites would have this message in the dashboard when everything is in good order. But sometimes the message does not show.
Personally, I do not currently see the message myself, even for this site. So maybe something is up? Maybe Google removed it? Maybe there is a reporting bug of some sorts?
I doubt anyone should worry if they do not see this specific message, unless there are other issues being reported about a particular web site.
Forum discussion at WebmasterWorld.