The purchase requisition has its own tab in the sales order, in the document flow you could actually have several purchase orders, I have seen document flows which went back to the very first day of the SAP implementation.
The warning message is send to inform the user that the changes are not automatically transferred to the existing documents.
SAP does not make a difference for a PO that is created based on the sales order compared to a PO that is just created to fill up the warehouse. The program routine is the same for all.
The PO is a legal document which must not be changed unattended in a background process.