I think its a warning that Auctiva is free, and if people don't get shipping insurance etc (a way of paying for the service) then Auctiva may have to start charging for their services.
After all they do provide free hosting, great customer service (in my opinion anyway), and a load of other great extras. Makes sense they need to get some money from somewhere.
The insurance is not much use for me though Anything I post is covered by the Royal Mails standard post service, so no point me insuring it if its already covered.