When I OpenPGP-signed two files (as archive) I first got the "Unusual Signature Warning" message. After pressing Continue and entering the passphrase I got the success message
Successfully signed ‘/home/ingo/dev/g10/testdata/encrypt-me.txt’ and ‘/home/ingo/dev/g10/testdata/encrypt-me-too.txt’ and saved the signature in ‘archive.tar.sig’.
I think this is misleading because "saved the signature in [...]" might be understood as detached signature (despite the warning explicitly mentioning that the result is not a detached signature).