This is the message that would happen with Lion, see this: http://support.apple.com/kb/HT4649
Basically when you setup a Raid 0/1, the Lion and Mt. Lion installer won't/can't create a recovery partition.
When you boot from a recovery partition you have access to certain tools, e.g. Disk Utility to restore a Time Machine back up, redownload the OS, etc.
The recovery partition provides a certain bit of convenience but isn't absolutely necessary to run the OS. When you see the message, doesn't it let you go ahead with the install, accepting that no recovery partition will be created?
If you need some of the recovery partition tools, you have a bootable USB stick as well as a backup of the Mt. Lion installer, no?