Am I right?
Yes, although I imagine by now you've tried it and found it works.
As for why you are asked to change the code, it's because of the part of the warning message saying "Variables referencing function names are acceptable but deprecated as they are not amenable to static source validation".
This means that unless you follow the recommended pattern for the first parameter it is impossible to automatically calculate the outcome of executing the setInterval call.
Since setInterval is susceptible to the same kind of security risks as eval() it is important to check that the call is safe, even more so in privileged code such as an add-on so this warning serves as a red flag to the add-on reviewer to ensure that they carefully evaluate the safety of this line of code.
Your initial code should be accepted and cause no security issues but the add-on reviewer will appreciate having one less red flag to consider.
Given that the ability to automatically determine the outcome of executing JavaScript is useful for performance optimisation as well as automatic security checks I would wager that a function expression is also going to execute more quickly.