Altium shows the violated rule when you point the mouse at the problem region.
Rooms are usually used to group some part of schematics within some physical boundaries, they are very useful for large hierarchical projects. In that cases placing a component outside the room causes difficulties during routing, but surely will not lead to disaster.
By default, when you export your sch to pcb Altium creates room and links all parts to the room. If you don't want that (your project is fairly simple) you can delete the room, don't export it (uncheck the appropriate line), or ignore the rule as you did.
But also I can see here a short violation. That might be if the vias are not with the same net as the pad. Check that also.