MySQL Slave warns: configuration does not guarantee that protocol log information is consistent after a failure

I wanted to create a new replication subordination for MySQL 5.6 . Only after CHANGE MASTER and starting the slave I saw this line in the error log:

[Warning] Slave SQL: If a crash happens this configuration does not guarantee that the relay log info will be consistent, Error_code: 0

If that matters, these options are included in my.ini:

skip-name-resolve
skip-host-cache

server-id = 111

report-host = myPC

relay-log-recovery

sync_master_info=1
sync_relay_log=1
sync_relay_log_info=1

replicate-do-db = myDB

skip-slave-start

Replication seems to work, but this warning is scary. Any idea why MySQL is giving this warning?