iOS 5 has an interesting feature that has been reported but "not documented" anwhere in the official list is the "unsecured call" warning. It appears that Apple is warning users of the possibility that their phone calls can be eavesdropped on.
It's likely a warning of the possibility of a GSM IMSI Catcher basestation which can intercept unecrypted calls. Wikipedia notes that unecrypted call detection isn't new:
there are a few mobile phones that show a small symbol on the display, e.g. an exclamation point, if encryption is not used. Another point is the calling number. Since the network access is handled with the SIM/USIM of the IMSI-catcher, the receiver cannot see the number of the calling party. Of course, this also implicates that the tapped calls are not listed in the itemized bill.
Here's a video of a DEFCON talk on IMSI catcher:
[Via: Twitter, 9to5mac]