Strange error with italic capital Greek letters

I am using R and Bookdown. In maths expressions, italic capital Greek letters cause a warning which I don't quite understand. For example, the input

some text $\varGamma$ some text

gives

[WARNING] Could not convert TeX math '\varGamma', rendering as TeX:
  \varGamma
           ^
  unexpected eof
  expecting "%", "\\label", "\\nonumber" or whitespace

Yet I do see an italic capital Gamma in the html output.

Since Bookdown also produces pdf and epub outputs, I tried disabling those by putting download: no in the _output.yml file, as suggested in the answer to this question, in case the error comes from compiling one of them:

bookdown::gitbook:
[...]
download: no

but the warning persists.

Any idea what can be causing this?

I found the culprit, which in my case probably comes from my using the script _build.sh provided by Bookdown to compile the input (I believe Rstudio users don't need it).

Removing the line for compilation of the epub output from _build.sh:

Rscript -e "bookdown::render_book('index.Rmd', 'bookdown::epub_book')"

as well as disabling the epub output by removing , "epub" in _output.yml:

bookdown::gitbook:
  css: style.css
  config:
[...]
    download: ["pdf"]

made the warning disappear.