I've yet to get my ZS EV, but this sounds very familiar to what used to happen in my 24 kWh Leaf. In the Leaf you have a bubble indicator for regen level and when at 100% this would only fill up one bubble, it wouldn't take a full regen until 5-7% of the battery had been spent (really annoying as I live on a steep hill and could get a good 1% of regen from it coasting down in B mode).
Another thing to consider, is the system setup to actively get you to use the brake disks if its dectected you've been pretty much exclusively been using regen to get to a stop most of the time, to remove rust from the disks? I'm not sure if its that clever, but from experience of three EVs, the disks get pretty rusty and creaky is Autumn, Winter and Spring in the UK. Especially if you've come home in the rain and the next day set off, you need to pump the brakes a few times to stop them creaking (they sound a little ceased). I'm just wondering if MG have this warning either on detection based on data from the car, or it programtically goes off every so oftern to make sure the friction brakes are being used (sorry for what could be wild hypothesizing)