The majority of cars built in the last 20 years have undertrays fitted from the factory in order to improve aerodynamics, so this is a completely normal occurrence. The MoT test is for the most part a visual inspection, so this comment is sometimes added by MoT testers to indicate that there are areas of the vehicle that have not been examined and cannot be vouched for. If you are concerned you could asking a knowledgeable friend to examine the car more closely or consider paying for a vehicle inspection.