Tobias, you’re definitely in the right place to report errata!
In this specific case, the sentence is complete–but maybe a bit abrupt. In more words, it says: “Yes, linear regression is simple. But even so, you still have a challenge ahead of you. Don’t underestimate it.” As an Italian, it took me some time to get used to the final turns of some English sentences. It’s a language that spares a lot of words. 
However, than you for the report, and don’t hesitate to send more if you see anything wrong or unclear!