I am having the same problem. Google says the average CTR you see in your account is an average of Google and it's affiliate sites (AOL, etc.). Google measures your keyword status by your keyword's performance on Google alone. Of course they don't show you what your CTR is for Google alone. That's why they added the Status feature. Even if your keyword hasn't had 1,000 impressions yet, Google still warns you so you know the keyword is "At Risk" and could be "Disabled" once you reach over 1,000 impressions.
The really stinker about this is that a couple of my keywords that are "At Risk" have only 45 and 600 impressions so far, and Google lowered my ad position for these keywords! So that means I will have an even lower chance to get clicks if Google won't let me move back up to positions 1 thru 3! Right now, I'm barely on page 1, so of course my clicks are going to decrease!
I just don't get it.