Additionally, themes will need to indicate a widget’s support for live previews by including ‘customizer_support’ => true in the array passed to WP_Widget::__construct(). If the Widget Customizer is merged, WordPress theme developers will need to get busy making these updates for 3.9 in order to ensure a smooth experience for widget previews.

I misread that paragraph to mean, 'Oops - it appears your theme has not been updated to support the required Widget Customizer preview'.

That makes it a lot less startling. ;)