Hi - these are merely just heading for baselines... your image suggests that you have not created any baselines yet.
Baselines application to xxx header means = baselines either attached directly to the object (folder, datacentre etc) or inherited from the parent folder (like GPOs in OUs) and applicable to the contents of this folder.
Baselines applicable to descendents of XXXXX = lists all baselines that are applying further down the tree
Setup some baselines and you will see these headings being populated. Have fun