I usually fill up when I see the readout is about 100 miles. I don't like to run it down to all but empty. One time I didn't notice how low the level was until it was about 25 miles to empty. When I filled it up the gauge only read about 1/2 tank. Took about 15 minutes for the gauge to get back to full. Just figured something got confused when it got that low. I didn't get the error message you did though. That was the only time that ever happend. I agree, it's not really something to worry about. I personally do not like to run the tank down too far as I think you increase the chances of having issues with the fuel gauge reading properly. There are a few threads on that if you search a little.
2005 X-Type Manual 3.0 Sport (Sold, but still love it here!)