My 2014 Explorer has a box on the radio indicating "no signal" when I push entertainment but I do have a signal for all radio and sirrius. It only appears when I press entertainment and it covers the information as to what is playing on the channel. It is kind of annoying.

The owners manual should explain all functions of your radio. Make sure you are referring to the correct one as Ford has several radios and all are contained in the owners manual. It sounds like you want to turn off a certain function as it is annoying. If not covered in the manual return to the dealership and ask if there is a certain way to disable what you want.