NOT setting grub2 to sda - Warning message

[Goh Lip]

When grub2 is not set to sda (mbr), there's this warning message which goes 
something like this - - "not setting grub to sda is a BAD IDEA"

I've not been setting grub to sda since grub-legacy and I continue not do so 
with grub2 (I have a separate grub partition, OS independent, in grub2 now, 
set that to sda) and so far other than this warning message, I've not 
encountered any problem with it.

Is there any particular issue with not setting OS grub2 to sda and any 
reason for that warning message?

Regards - Goh Lip