Of course, that's only true if the AP is not open.

If the user is clicking on an "open" (shows as an open padlock) AP and getting this message, it's entirely possible he (or she) is connecting to an ad-hoc network, and not an actual access point... thus, "the tablet may not be connected" to the internet, just to whatever ad-hoc network he/she found.

The way to tell is to look at the wifi icon in the status bar -- if there's a dot above the wavy lines, you're connected to an ad-hoc network.