...and it possibly always will. I actually don't know exactly what that tool is checking for, because domains that definitely work with Universal Links (https://google.com, https://jet.com, for example) still throw errors on Apple's validator. Officially, it is comparing your website's apple-app-site-association
file to your app's listing on the App Store, so if the version of your app that is publicly available does not yet have Universal Links entitlements, that could be contributing to an error. However, Universal Links will still work fine with local builds.
If your links are correctly opening your app, there is probably no need to worry.
UPDATE: you might also consider using a free deep linking service like Branch.io (full disclosure: I'm on the Branch team) because then you don't need to worry about these technical implementation details. Also, there are many situations where Universal Links don't actually work (in the Facebook app, for example) and you'll need to add edge case handling that Branch already has built in.