I´ve the same problem at every flight since purchase 23.12.2018
With set +200 ft in the MCP Alt Window after capture target alt, goes off the message.

For example:
PERF INIT Page CRZ Level FL360
MCP ALT 36000
Altimeter and Stby Altimeter 36000 at 1013/29.92

The message comes along with the warning 1000 ft below target ALT at climb (white light in the Altimeter and amber message ALT ALERT).
After reach CRZ Level FL360 the message rest, but with set 36200 at the MCP ALT goes off the message.