SBS 2011 Essentials: "Your Office 365 password is not the same as your Windows password"

I'm receiving alerts from an SBS 2011 Essentials Server for some users: "Your Office 365 password is not the same as your Windows password".

I've checked the Office 365 tab on the SBS Dashboard, to ensure that it's "talking" to Office 365, and sure enough it's able to read the Organisation details, Subscription details etc.  I assume this means that the server has an up-to-date administrator account / password for Office 365.

So I'm puzzled as to why the password sync issue is occurring.  As far as I understand it, when a user changes their on-premise domain password, the server connects to the Office 365 service and changes the user's O365 password to match.

The users are correctly linked to their Office 365 accounts in the Users tab of the SBS dashboard.

So why should this be happening?  Might a user have changed their O365 password independently via the O365 portal or OWA?  What would happen if they did - would the server change it back to match their on-premise domain password again?

Finally (I'll avoid adding a fourth question to the preceding paragraph), the most important question: how can I make this work properly and stop generating alerts?