Binance issued a rebate to traders in July after they detected suspicious API activity and suspended trading for a period of time.
This means that many Binance users were given BNB for free in July.
When uploading transactions into CryptoTrader.Tax, it looks like this BNB appeared out of thin air because you never actually purchased or traded for it. To deal with this, you need to upload the exact amount of BNB that you received into the "incoming transactions" step of the app (step 3). Include the exact date that you acquired the BNB, and classify it as "income".
By showing how and when you acquired this BNB, CryptoTrader.Tax can now associate a cost basis with the trade. This should eliminate your warning trade error.