I think it's mainly referring to making changes to the root directory and file names on the card with a PC, then reinserting the SD card in the 661. Specifically, adding a sub-folder or making MPGLANG1 a sub-folder inside a newly created main folder on the SD card using your desktop computer and expecting zero issues with the deck in field use is unwise.
Not saying your "test" wasn't proof that you can successfully change a file name, but if anything goes wrong later, either with the existing renamed file, or subsequent files created by the 661 for new recordings, you can't claim you weren't warned by Marantz Pro about loss of data risk if you make changes to the card outside of the deck.