Unfortunately, the validator does not really understand that what you're doing is pairing the start and end tags through conditional tags. It simply walks through and makes sure that you've got the start/end tags paired when they're nested within another element.
Right now, the only option to get rid of these errors is to modify the "Missing start/end tag" validation severities to Ignore. Go to Window > Preferences. Under Web > HTML Files > Validation you'll find "Missing start tag:" and "Missing end tag:" under the Elements section. Changing their value to Ignore will stop generating Problem markers for these problems. However, it also has the drawback that other elements that aren't blocked within conditional tags will also have their missing start/end tags ignored.