Yes, it can happen if the group is managed by your identity provider.
For example, if a group is synced through SCIM, removing a user directly from Jira may not be permanent. The next sync could add them back.
The app shows this as a general warning before group revocation. It does not check whether a specific group is actually managed by your identity provider.
If you know the group is managed through SSO or SCIM, it's usually better to create a remediation ticket and fix the access from the identity provider.