I talked to Dave at SmartConnect and he verified that this is normal as when you open the map (double-clicking), it runs the datasource to make sure it works. Since I am using a script (pre-map task) to pass the parameters, they have not been set at this point.
The map can be run without the error messages by selecting the map (single-click, not double-click) and then click the Run Map button on the Map menu ribbon.
