To reiterate - the ADAHRS has a "factory" base calibration that will be great if your ADARHS were mounted in an absolutely perfect magnetic environment, which is practically impossible. When you do the user calibration under SETUP MENU > HARDWARE CALIBRATION > ADAHRS CALIBRATION > COMPASS CALIBRATION, you're adjusting for the small effects of the installed location in the aircraft by pointing the aircraft magnetically N/S/E/W so that it can compensate for errors induced by bits of ferrous metal and nearby power sources in the aircraft.
The message NEED USER MAG CAL means that the above procedure hasn't been done. Even if you've been in the above menu before, if you didn't get all the way through the process, the calibration table may not have been stored. That probably accounts for some of the messages that people are seeing. For others, it's simply that the calibration hasn't ever been done. In many cases, the observed magnetic heading will basically be OK even without a user calibration. But it'll be better if you actually do go through the process.
In any case, nothing has changed in terms of the calibration that is stored and applied in your system. It's that SkyView now tells you when the user calibration hasn't been successfully performed.