yeah lol when u get a warning message that doesn't even know you're running linux, you can probably disregard it.
there's nothing to stop someone from writing an app that does something bad in the background, but messing with people like us (lets just call us administrators since we have root on the phone) is difficult. most of us have sick hobbies like watching conky, tcptrack, tcpdump, batterygraph, etc. and will notice any malicious activity.
even when the source is available for inspection, malicious code can be slipped in without notice. i would suggest not installing any packages that seem poorly written or from questionable sources if you are worried.
running an antivirus on a platform for which there are basically zero known viruses is a bit of a problem. it's easier to just manually look for the suspicious activity, i think.