This indicates that the target repository did not have the complete set of baseline contents (tool tests or other). If you install a tool and it is problematic, you can always uninstall it.
Tools that are verified and unverified both could potentially have issues, this is just one metric. It does not mean that the tool has been independently tested or validated. If you see many downloads, that is another metric one can use to pre-evaluate the quality of repository contents (the logic is that if many others are using it, the repo is likely usable).
Our apologies if this does not provide a definitive answer. Tool Shed is largely community moderated (by design) and the contents of any repository are under the control of the author. Repo authors can be contacted through the Tool Shed once logged in, if they provided that information (another metadata point for a "verified" repository).
Best, Jen, Galaxy team