I cannot locate the post, it was from a long thread back when symbols were released. It is not legal to nest symbols (obviously that is the reason for the warning), though there were a couple of scenarios with holes that would allow you to nest without warning. I assume they are plugging those holes like the one for nesting sections. Like most depreciated or undocumented “features” they can become a future land mine - so I would avoid them.
I really do wish that symbol instances could be nested. It does make for some very powerful workflows. I have used them extensively in 3d (and apps like Flash back in the day). It can liberate your thinking to be able to use proxies and placeholders rather than linear builds especially in team and component scenarios. I was originally thinking how cool it would be to go from wireframe to final component builds for entire site sections or pages with libraries of assets built with symbols. One day, I hope.