Don't know whether I understand your question.
As far as I can see, the finder warns on any key which I want to delete.
In my case it found around 50 hits in serveral "branches" (HKCU, HKLM, ...)
I marked most of them and klicked delete.
Thereafter many of those mentioned messages popped up one by one.
I did not count them all but it felt as it gave one for each selected registry key.
After I finnished clicking down those messages the finder reports that 0 keys had been deleted.
