If the 1099-R is accurate (taxable income is less than taxes withheld) and the program will allow you to proceed and e-file, then do not be concerned about a possible audit risk - just continue and file the return.
As the program's instructions state: "Verify the amount in Box 2a of your 1099-R is the correct taxable amount." You have done that.
It is uncommon for tax withheld to be greater than the taxable income reported, hence the "audit risk" flag. It does, however, happen and you just need to proceed and file.
Some states, however, will not accept an e-filed return where tax withheld is "too high" (in their judgement). If you encounter this problem, you will have to file your state return by mail.
