I did exactly what you did. I don't remember getting that message. Here is my thinking after experimenting with different methods and working on wiki:
Before I imported my Gedcom, I verified my Ancestry tree against Family Tree, and made sure to find all the sources I could. I ignored all the City Directories, Yearbook, and other sources like that unless they had unique information. I also imported my tree to My Heritage, and used the My Heritage Consistency checker to fix up my Ancestry Tree.
After doing that importing from Ancestry is the best path. Ancestry imports will fill in bare bones stuff and pull record sources. The sources are not in the format wiki likes, but in the case of people born after 1800 there are usually plenty of them, census data, Social Security data, birth and death certs, find a grave information, all can be seen and found from other sources with the information from Ancestry. It makes it easier to go back and clean up, and you can then pull the same sources from Family Tree that have the image links wiki likes.
But...when you get to people who do NOT have a lot of sources, or have problems, then you should flag them somehow, I actually made a list on paper, and go back and clean those up first. And the farther back you go in time, the worse Ancestry sourcing gets, and the less likely that anyone else will be able to duplicate those sources. Other people's trees are not a source.
So I stopped importing about 5 or 6 generations back. I keep my Gedcom active by adding someone from it every three months, usually a sibling of a grandparent, and when I do have sources or have found a positive merge, I go back and bring in the older generations one at a time and fix them as I import them.