Hi. I always make a version of my flight plan specifically for PF3 which includes one or two of the SID and STAR waypoints - so as far as PF3 is concerned there is no SID or STAR. I have always done that.. has always worked fine for me. Obviously the plan that goes into the a/c has just the route waypoints, to which I add the SID and STAR, approach/transit in the FMC, or Garmin..
Also if it was before reaching your first waypoint you would not get such a warning
.. not sure why that should be. I don't recall at what point the flight went awry, but it was very early, as I forgot there was a vector after takeoff, leading to a discontinuity that I couldn't clear. I meant to make a DIR to next waypoint in the FMC just after takeoff, but forgot. I must have been 50 miles off course by the time I realised, and finally did just that (better late than never). I was surprised not to have had any warning from ATC that I was so far off the flight plan.