As of V5.36.03 Premium I see the triangle, then I don't.
In short the triangle disappears the second time you execute a query if no code changes are made.
I have reported a bug through LinqPad:
Yellow warning triangle disappears, when [F5] is hit twice in a row with no source code changes.
The status bar continues to show Query completed successfully with warnings.
After a change is made, the triangle reappears for the next run only.
Sample code is trivial:
void Main()
{
var v = 1;
}
Problem was found in a longer useful query.