Margin warning - that is coming direct from TradeKing servers.
Balances - do you see balances on the Account View, Balances tab? On the trade ticket, what do you see ? no fields at all,, or the fields are all 0? right now for Margin accounts, I show Day Trade BP, Stock BP, Option BP (if not zero) and Cash available for Withdrawal. For CASH accounts, just showing Cash Available.
Other stuff - can you send me the log file please:
go to FILE / Export Settings.
Leave the checkboxes already checked, and also check LOG FILE.
Export, then email me the exported file please.
As for why etc, the way stuff works internally is different for the two. TK does not have streaming account updates for example, so MT needs to poll the server. I have to check further based on what I see in the log file.