Byte compiler say an autoloaded function "might not be defined at runtime", why?

[Lennart Borgman]

When I byte compile a file with an autoload

  ;;;###autoload
 (define-minor-mode nxml-where-mode

the byte compiler says

  nxml-where.el:691:1:Warning: the following functions might not be
defined at runtime:
      nxml-where-mode

I think it wants to tell me something, but what? Does it want me to do
something?