Late Supply Pegged to Forecast Exception

We are on Unconstrained plan in Production we are getting the Late Supply Pegged to Forecast/Sales Order  Exception. When we go into the details we are seeing that planned orders  supplies are pegged  to the Safety Stock of Dependent Demand  then it  is late supply pegged to forecast.

Out expecation in Unconstrained plan we should not get the "Late Supply Pegged to Forecast  Exception at all" and demand dates should match the supply dates.

Please advice.

Regards

Suresh