Some programs are error resistant and need an additional level: Fatal.

A warning can be ignored safely. Warnings may be 'debugging enabled, results cannot be certified' or something similar.

An error should not be ignored, an operation is failing, data loss may be occurring, etc.

Some users may be okay with that data loss or failing operation. Maybe it isnt important to them. If the program continues and does not error in the parts that matter to the user, then they can ignore it, but it is still objectively an error occurring.

A fatal message cannot be ignored, the system has crashed. Its the last thing you see before shutdown is attempted.