Not sure what message you received but that sounds very standard. I don't think its an AA thing and its just an FYI. It has to do with immigration.
Back in the day my Job took to me to many countries. In some countries immigration will want to know the purpose of your visit and proof of that reason, IE where are you staying, where are you going. You may also have to prove you have enough money to support yourself (valid credit cards etc...). In short, they want to make sure you are there for business or pleasure and not just showing up w/o the means to support yourself. I had to prove that from time to time. Usually just showing you have a hotel booking or the address of the customer or office I was visiting was suffice.
AA is giving you that warning because they may be on the hook to send you back if you are refused entry and cannot pay for the return trip.
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