Why mail.ru "cannot determine the authenticity of the sender" from Yandex? Why put your warnings in my emails?

Question

Yandex

I send letters from Yandex Mail to mail.ru addresses.
And here's what happened next. In at least two situations, mail.ru mail inserts the following warning into my messages:
"We cannot verify the identity of the sender. We recommend that you be more careful when performing the actions indicated in the letter. More "

This happens in the following cases.
1. From my address on Yandex, an automatic response is made according to the filter (rule) compiled by me for a specific address to the mail. Those. this is a normal answering machine.
2. I am sending a letter from an additional address, not from the main one. (You can attach a mail address to your Yandex mailbox and send letters from this address while on Yandex.)
Gmail does not insert such warnings. Checked.
Why does the mailer need it? Is this a glitch or is it intended?
I am adding a question.
I am not satisfied with the answer of the representative of the mailer V. Dubrovin. Especially since he ignores my comments. Business as usual for a "wonderful company".
As V. Dubrovin advised me, I had to contact the Yandex Support Service. Here is what they answered me:
"This happens because when sending a letter from Yandex on behalf of another mailbox (third-party service), Mail.ru sees a mismatch between the sender's address and the sending servers. Since only the address changes in the letter, but the servers remain ours, Yandex Postal services thus warn that the letter may be fraudulent, as spammers often use address spoofing."
How to notify your users in such situations, of course, is up to the Mail.ru service to decide. For our part, we cannot change the text of the warning on their service. "
I will not choose V. Dubrovin's answer as a decision in today's form (02/05/2016).

Answer 1

The Yandex mail service generated auto-replies in such a way that they did not pass the sender verification (there is no DKIM signature and the SPF domain does not match). We (Mail.Ru) informed colleagues from Yandex about the problem a week ago. They took her in and told her to fix it as soon as possible. For your part, you can also report email authorization problems to the service that generates them.