If robot moves exactlly to location, it has to stop to change motion vector (otherwise acceleration would be infinite). Approximation allows robot not to go exactly to location, but to go near it. "Zone" defines how far from location should be robot's TCP. With this approach robot can decrease speed, but does not have to stop completely.
The error message appears for the last point in trajectory. As that's the last point in trajectory, robot have to come to this point. So approximation is not relevant for the last point.