To be honest, the script behind "check.torproject.org" is both, very simple and also (because of this simplicity) rather prone for mistakes. What it does is simply check, wether your current IP/exit node, is part of this list: https://www.dan.me.uk/torlist/
If so, then it tells you, that you are using Tor. If not, then it tells you that you don't, regardless of any fact. Now, the thing is that this list only updates every 30.minutes, so exit nodes which went online just minutes ago aren't included. Furthermore, sometimes exit nodes are never beeing included in this list for one reason or another. As long as the IP you use is not in there, like I've said, you'll get a warning even though it sometimes isn't justified.
Have a nice day,