Unclear SpectralCoord warning coming from fitswcs

I'm processing some FITS files that have spectral data (via. [`NDCube`](https://docs.sunpy.org/projects/ndcube/en/latest/index.html)), and currently seeing the following warning a lot:
```python
WARNING: target cannot be converted to ICRS, so will not be set on SpectralCoord [astropy.wcs.wcsapi.fitswcs]
```
I'm not finding this warning very helpful, for a couple of reasons:

- I don't understand why it's being raised. In particular, what is "target" and "SpectralCoord", and how are they related to `world_axis_object_components`? (which is the method that this warning is raised in)
- I don't understand what I can do to prevent the warning from being raised. ie., what do I need to fix in my data?

It would be good to improve the warning message to address these two points.

Start at the world_axis_object_components method in astropy.wcs.wcsapi.fitswcs, where the warning is raised. Clarify what target and SpectralCoord refer to, explain their relation to world_axis_object_components, and state what data issue or correction prevents the warning.

Written by the indexing model from the issue text.