You should first take a look at this. This explains what happens when you import a package. For convenience:
The import statement uses the following convention: if a package’s
__init__.pycode defines a list named__all__, it is taken to be the list of module names that should be imported whenfrom package import *is encountered. It is up to the package author to keep this list up-to-date when a new version of the package is released. Package authors may also decide not to support it, if they don’t see a use for importing * from their package.
So PyCharm respects this by showing a warning message, so that the author can decide which of the modules get imported when * from the package is imported. Thus this seems to be useful feature of PyCharm (and in no way can it be called a bug, I presume). You can easily remove this warning by adding the names of the modules to be imported when your package is imported in the __all__ variable which is list, like this
__init__.py
from . import MyModule1, MyModule2, MyModule3
__all__ = [MyModule1, MyModule2, MyModule3]
After you add this, you can ctrl+click on these module names used in any other part of your project to directly jump to the declaration, which I often find very useful.