I am bad at the game, and I often fly my ships too fast towards a space station and can’t stop in time. I’ve never heard that warning and NOT blown up seconds afterwards.
Not space stations specifically, this only happened when I sped up in decoupled and started reading something else on another monitor to kill the time. That said, the distance at which this warning triggers is (or at least used to be, not sure about now) rather inadequate to the speed one tends to travel at. Doubly so when flying at night.
If you don’t mind using “gamey” methods you could just make use of the magic slowdown when deploying your landing gear, otherwise it’s down to practice and paying attention.
I don’t think I’ve experienced this with stationary objects like stations or rocks, but definitely with enemy ships. I imagine it’s due to some desync, but I’ll take it happily