STF stands for 'screen transfer function' and that's what it does - applies a stretch to the image data in memory but does not actually modify the data. hence when you save the file with an STF applied, the pixels do not change. the warning comes about because the new PI-centric file format called XISF can remember the screen stretch and re-apply it when you re-open the file. since TIFF can't do this, PI is warning you that you'll lose the STF information (as well as other stuff that XISF can support, like FITS keywords.)
if you want to change the data and save it out to a file, you'll need to use the HistogramTransformation process. if you like the STF that was auto-computed, you can drag the triangle from STF to the bar containing the triangle in HistorgramTransformation, then drag the triangle from HT to the image. at that point the image will turn completely white as there is a double stretch applied. at this point you should turn off the STF on the image. it should return to the way it looked with the STF applied. then if you save the file to any format, the data on disk will be stretched and visible to any other program.
rob