You don't say how you are setting the rate however going by your description I'm assuming you are using the ublox u-center software.
There is a simple explanation for this issue and a simple solution: Their software has a bug in (or wasn't updated to match the final specification of the part).
The solution is to not use u-center, it's the PC software that's complaining not the receiver. The receiver itself doesn't care what the spec sheet says, it will try it's best to run at whatever rate you request.
Sending commands directly I've managed to get a fairly reliable 10Hz GPS+Glonass. There is the occasional missing point but most of the time it keeps up.
Running GPS only you can get faster than 10Hz. If you play with the settings and restrict it to 8 channels 18-19Hz is fairly reliable. Unfortunately 20Hz is pushing it too far, you end up getting positions at 10Hz.
Obviously when running at these update rates make sure that your baud rate is high enough to cope with the requested messages and rate.