Warning messages on 'I forgot my password' pages

Hey guys. I have a question on the functionality of the warning messages on the 'I forgot my password' pages.

See attachments. On the first attachment (Forgot Password - Second Page.png), there are two images. The first image is a screenshot of the webpage without the warning message; the second image is a screenshot of the webpage with the warning message. This page functions perfectly and as I would expect.

See second attachment (Forgot Password - First Page.png). This is the first webpage that is presented when you click the 'I forgot my password' link from the login page. The first image is a screenshot of the webpage without the warning message; the second image is a screenshot of the webpage with the warning message. You can see how this differs from the one in the first attachment.. instead of the warning message appearing at the top of the current page, it redirects the user to the main login page and displays the warning message there. That seems really odd to me... is there a reason it functions this way instead of simply putting the warning message at the top of the current page [as it does with the other pages]?

Thanks -- Philip