The problem arises if you set the checked property of your checkbox to null or undefined.
Those are “falsy” values in JS. However, React treats a value of null as if the property was not set at all. Since the default state of a checkbox is unchecked, everything will work fine though. If you then set checked to true, React thinks the property suddenly comes into existence! This is when React figures you switched from uncontrolled to controlled, since now the prop checked exists.
In your example, you can get rid of this warning by changing checked={this.settings[setting]} to checked={!!this.settings[setting]}. Notice the double bang (!!). They will convert null or undefined to false (and leave true alone), so React will register your checked property with a value of false and start off with a controlled form component.
I had this problem too and I, too, read the docs about controlled-components several times to no avail, but I finally figured it out, so I thought I’d share. Also, since version 15.2.0, normal inputs are triggered to be controlled by setting value, while checkboxes are initialized as controlled by setting checked, regardless of their value property, which added a bit to the confusion.