Unopened Borders Warning (1 hour, 20 minutes ago)
The realm to which this region belongs, Greater Aenilia, has not signed an Open Borders treaty with your realm. If the new treaty system was active, you would have been captured.
You have not been captured. This is only a warning to increase awareness of the new system, and its effects.
When it says "you would have captured", does it mean automatically captured and shunted off to jail? I'm talking about an adventurer here.
There is an elevated chance of being captured, and the border guards would try to capture you. Success is not automatic, but it there is a relatively high chance of it happening.