When you make a bolt connector, you tighten two pieces, but by default, Simulation uses a global contact for the faces of the solid bodies that touch.
There, I think Simulation warns you that you have not applied contact between sets no penetration for the two faces that are tightened by the bolt connector.
I didn't put any contact at all, because between the tube which is tight and the U-shaped support that supports and tightens it, I put a 1 mm clearance on each side of the faces
Ok, I understand what you did, but I've never done it like that, I would have rather modeled the tight assembly and added contacts between sets no penetrations and my bolt connectors to prevent your faces from being soldered.
You can maybe try to model two tight plates with a bolt connector and a contact between set no penetration and check that you get the same results with the same model in which there is a play between the plates and no contacts between sets.