You've generated idx in a way that doesn't have a simple dependence on the loop variable. This warning is not present if you are simply parfor-looping over the columns.
dst=tall(rand(5,10));
parfor i=1:size(dst,2)
chunk = gather( dst(:, i) );
end
Because of whatever you're doing, the variable is not sliced. Because it is not sliced, you may have overhead due to two or more parpool workers trying to access the same memory at the same time. If you had been writing into the tall array, you would have to be even more careful. Parallel write operations into the same memory location can have unpredictable effects.
