Incorrect warning when changing address in split order

I have an order that I split into two shipments because an item was out of stock.  I sent the first shipment a couple months ago.  I just heard from the customer that they are moving and need to update their address for the remaining shipment.  When I changed the address on the order I was warned that a label had previously been printed using the original address and should be voided.  That's not correct!