Why am I getting warning about "Number of open shards exceeds cluster soft limit"?

Have done so; output:

{
  "acknowledged" : true,
  "persistent" : { },
  "transient" : {
    "cluster" : {
      "max_shards_per_node" : "10000"
    }
  }
}

That did it; it has now in the "Cluster" tab:

All clear!

You have no cluster issues.

Check the Overview tab for next steps.

Thanks!