What does it even mean? I got that once the other day as well. I noticed no difference though... What's it do? What's it mean?
I've gotten this message before while farming New Londo, it happens when the gravelord leaves the area or gets killed.
Being infected by a gravelord servant is SUPPOSED to put down a wandering sign allowing you to invade their world to break the curse. Dying subtracts half your souls and rewards the Gravelord servant accordingly and is supposed to scatter black phantom versions of the normal NPC's about the world in key areas that impede/prevent progression until they are dealt with and are about as difficult to kill as vagrants, something else we don't see enough of because of the current multiplayer issues. A victim dying does not break the gravelord's curse either, so they can keep losing souls to the Gravelord. Their only choice is to leave the area entirely and come back later.
However as you can see there is basically no effect when using Gravelord and then you still get the message when the curse wears off.