Re: 2011 Jeep Grand Cherokee
The front headrests have an active protection system and are not supposed to be replaced with something different. They pop forward under certain collision circumstances to limit the backward travel of one's head to reduce the effect of whiplash. It's likely that the warning, despite it saying "airbag", is because you have removed the active headrests and the vehicle is sensing they are missing parts of the collision protection system which works together. The recommendation for JGC for adding rear screens is that they attach to the OEM headrests, not replace them.
2012 Grand Cherokee Overland Summit - Winter Chill with New Saddle interior. 5.7L HEMI V8 - Nitto NT421Q "shoes"
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