I was flying in M mode (the Gopro was mounted on) and while climbing, I got the message "Battery voltage are too low".
(please note; the battery was at about 40-50% and I have never received such notifications before)
Of course, I immediately stopped climbing, and the notification disappeared.
Should I be worried?
Is there a chance the battery just dies while I'm climbing?

More than likely you batteries are nearing end of life. From earlier info in posts on them they are only good for 100 recharges. Below 100 if you fly the batteries down too low.

Hi, VideoLife_FPV. Thanks for reaching out, and apologies for any inconvenience caused. May we confirm if you're only getting this message in Manual mode, and not in Normal or Sport mode? If yes, please note that this is normal. In Manual mode, more power is required. When the pilot pushes the throttle stick to fly the aircraft at high speeds, overheat protection is triggered to restrict power. The lower the battery level, the lower the maximum output power. As such, a warning stating “Low Battery Level” is displayed. In Normal/Sport mode, the power required is low and generally does not trigger the upper power limit. As such, the prompt does not appear when DJI FPV is switched to Normal/Sport mode.
Should you have further concerns, please reach back here at DJI Forum. Have a nice day!

DJI Tony Posted at 11-27 19:26
Hi, VideoLife_FPV. Thanks for reaching out, and apologies for any inconvenience caused. May we confirm if you're only getting this message in Manual mode, and not in Normal or Sport mode? If yes, please note that this is normal. In Manual mode, more power is required. When the pilot pushes the throttle stick to fly the aircraft at high speeds, overheat protection is triggered to restrict power. The lower the battery level, the lower the maximum output power. As such, a warning stating “Low Battery Level” is displayed. In Normal/Sport mode, the power required is low and generally does not trigger the upper power limit. As such, the prompt does not appear when DJI FPV is switched to Normal/Sport mode.
Should you have further concerns, please reach back here at DJI Forum. Have a nice day!

That's great news, thanks for the reply sir!
Yes, it was M mode, full thrust, 90 degrees climb.
Greetings!

VideoLife_FPV Posted at 11-28 08:18
That's great news, thanks for the reply sir!
Yes, it was M mode, full thrust, 90 degrees climb.
Greetings!

You're very welcome, VideoLife_FPV. Happy flying!

DJI Tony Posted at 11-29 00:51
You're very welcome, VideoLife_FPV. Happy flying!

always!
Thanks man

VideoLife_FPV Posted at 11-29 00:59
always!
Thanks man

Happy to help! Have a great day and keep safe.