Good question @NavyRet! As you stated, the tamper message is an indicator of the cover or switch behind it showing as tampered. This should definitely go away once the cover is securely closed on the Sensor. If you take the cover off you will see a small button behind the antennae, which can be pressed to test tamper state.
If this concern persists, try performing a reset on the Contact Sensor following the steps in the bottom of this help center article. I hope this helps! 