It means that some of the files within that share are currently sitting on the cache drive. Common and easy way for that to happen is to have the share being written to while use cache disk was set to only, yes, or prefer. And the subsequently switching the share to use cache no, but before mover ran.
The fix is to change the setting to be use cache disk yes, run mover from the main tab, then switch it back. If there were no errors (ie: no files were in use), then it should now be fully protected.