The signature checking code is there for the future, it is not yet complete on all sides of the system, for various reasons.
When signatures are implemented, then that message will go away. Until then, there is no signatures available for it to verify.
Thank you for this clearification.
I was just confused by this message because I never see it before.
So I can safely ignore this message, when updating from the dashboard.
As long as the zip file is loaded from wordpress.org it should contain only the files needed for wordpress to run and nothing else.