You have just created the DMARC record that OnDMARC provided and the action to create the record still exists?
As long as you have created the record correctly it will take some time for our tool to detect it in your DNS. The time it takes is based on the TTL of the DNS record and caching. Until then the action to add the record will stay but once detected it will disappear.
If the message stays too long you can ignore it or reach out to us in the chat and we will investigate what might be the cause.