When creating pages that use Javascript/AJAX functionality, you usually need to use some none supported tags. This can cause your page not to pass W3C validation.
Unsupported attributes are really just warnings. It is a warning that you are using an attribute that some browsers not support fully. as a developer, you can choose whether to ignore warnings or not. The Spry Functionality uses the tabindex attribute to allow you to tab between the different panels. It wont break the spry Tabed panels if you remove the tabindex attribute, it also wont break anything if you leave them in.