That's essentially a spam protection feature. Because WeChat has so few non-Chinese users, most "foreign" accounts are actually made by spammers. So you're graylisted until they become confident you're an actual human. I've only seen that warning message about an unverified account once among the 100+ foreign WeChat contacts I have (most of them Pakistanis), but I seem to recall that the warning also included an option to verify the contact. Obviously they don't want to give spammers a way to directly verify themselves.