Normally this will not happen if the DocumentSet is created using DocumentSet.CreateDocumentSet method. The problem is that the DocumentSet's "docset_LastRefresh" property has not been set. The following code can be used to set it and it will remove
the "Yellow Bar" warning.
using (SPSite site = new SPSite("http://basesmc2008"))
using (SPWeb web = site.OpenWeb())
SPFolder ds = web.GetFolder("http://basesmc2008/testdocsets/newdocset14");
ds.Item.Properties["docset_LastRefresh"] = SPUtility.CreateISO8601DateTimeFromSystemDateTime(DateTime.UtcNow);
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