\prg_new_protected_conditional:Nnn
  \example_unexpandable_first:
  { T, F, TF }
  {
    \tl_set:Nn
      \l_tmpa_tl
      { bar }
    \prg_return_true:
  }
\prg_new_conditional:Nnn  % warning on this line
  \example_unexpandable_second:
  { T, F, TF }
  {
    \example_unexpandable_first:TF
      { \prg_return_true: }
      { \prg_return_false: }
  }