What does the warning mean?

Nmvtis is THE national title registry. If they did do that to your car, they will be able to follow it to whatever address was claimed on the paperwork, no matter how far away.

That said, Missouri (and damn near every other state) will NOT release vehicle owner info to someone with a VIN, strictly because the VIN IS public knowledge. Think: if that was the case, you wouldn't have all these Mopar guys going through hoops to tie am engine to its original car or digging for years to find an original owner.
Most states won't release who the PREVIOUS owner was to the CURRENT owner!

Printing a fake title? Give me a break. Missouri is a **** hole back water state and we still have holograms, water marks, and every other methods of title counterfeit protection that US currency had five years ago.

Thieves are thieves, it's way easier and safer to steal a car the old fashioned way and chop it. You guys should be WAY more worried about someone pulling your house number from Google maps, walking into the courthouse and telling the state you sold it to them. Same rules, legal bs, and precautions apply.