I just went to send a MassMessage (containing a bunch of HTML tags) and was presented with the following message in a red box:
Your message may have unclosed HTML tags: <div>, <span>, <big>, <small>.
I assumed this meant that there actually were unclosed tags so I spent a bunch of time checking and re-checking. I've checked the message in an online tag checker tool and it confirmed there are in fact no unclosed tags.
This tag should clarify that it's only asking you to double check all HTML tags are closed, rather than being a warning that something needs to change, like the other red boxes in this dialog (e.g. no subject)