Wrong warning RECS0135?

[CmdQ]

I have this bit of code:

public IEnumerable<double> GetNext()
{
    for (double w;;)
    {
        do
        {
            _x1 = 2 * _rand.NextDouble() - 1;
            _x2 = 2 * _rand.NextDouble() - 1;
            w = _x1 * _x1 + _x2 * _x2;
        } while (w >= 1);

        w = Math.Sqrt(-2 * Math.Log(w) / w);
        yield return _x1 * w;
        yield return _x2 * w;
    }
}

The name of the function has the green squiggles and it's a warning from the Refactoring Essentials telling me that

Method never reaches end or a 'return' statement

I get a similar warning when I transform the function to a property.

While it is true that the method never reaches end, it reaches a return yield statement—even two. I would assume having endless generators should not be that uncommon.

Is this warning wanted/justified in this case?