I’m an alpha, I was doing level 3 mission The Spy Stash. I was going to destroy the officers quarters to see if it dropped anything but this message popped up. A quick internet search found an unspecific write up that just says very powerful ships may warp in. Has anybody done this, and if so, are we talking 7/10 power? 10/10 ? I kind of want to do it if the opportunity arises again just to see. Could only cost me 70M isk (my VNI)
The Officer’s quarters @ 21km, will contain 5 units of Classified Reports required to bring back to agent and 10 units of narcotics (not required)
As you are Alpha (and assuming this is in hisec) you can’t set safeties to red so it should not invoke CONCORD aggression, though the uniwiki page doesn’t mention anything such so should be fine either way, probably. 
I am not aware of any consequences whatsoever from shooting these mission objective containers or collidable objects. There certainly no concord involved in shooting them and they also do not spawn new NPCs if they trigger this message.
He might lose standings though. The way the message is worded it’s either or, and you won’t know which until you shoot it. Probably a standings loss for shooting a mission friendly.