The root cause of this message is when the entire system comes to a halt while SEP is conducting a scan. Or if the scan is stopped by other means other than clicking on the cancel or pause option when a scan window is present.
SEP will not continue on this scan on the next service startup but instead apply the rules from the applied policy.
To verify, check with the Windows Task Manager if there are no rtvscan.exe, DoScan.exe or SavUI.exe listed in the Processes tab.
The next scan - scheduled or manual - will create a new entry.