Apple Support told me to just choose "Ignore," which I did. However I am concerned about ignoring this. Can there be problems caused by ignoring the Double NAT?
Yes, there can be problems running your network with a Double NAT condition.....some folks call this an error....such as slower browsing, or no browsing in severe cases, or more commonly......some websites load fine while others are slow or won't load at all.
If you are trying to use Back to My Mac or configure port mapping on your network router, the Double NAT will probably not allow the service to operate correctly.
On the other hand, sometimes you can get away with a Double NAT condition on a simple network. If things seem to work OK, and you don't notice any problems on the network, then you really can probably "ignore" the condition.
But frankly, you would want to avoid a Double NAT error if possible, since I cannot think of any advantage for running a Double NAT network condition if it can be avoided in the first place.
Unfortunately, you are receiving conflicting information from Apple. Apple's own AirPort Utility software is telling you to avoid the Double NAT by running the AirPort in Bridge Mode. Yet, it appears as if Apple Support has (surprisingly) told you to "ignore" the Double NAT condition or error.
The bottom line perhaps.....your AirPort will run more efficiently if you run it in Bridge Mode.