In 16w21a and 16w21b, the snapshot warning will display for worlds from 1.9.4 and earlier, but not for worlds from previous snapshots for 1.10. I seem to remember in 1.9 snapshots that the warning would display for any world which hadn't been loaded in the latest version. Worlds saved in the 1.RV april fools snapshot don't display the warning either.
The snapshot warning will only display for worlds last saved in release versions but not for worlds saved in any snapshot version.