4 Node DAG, 3rd Site FSW. After 2 nodes and FSW fail, DAG is operational and DB's stay online - why???

I don't understand this.

I have a 4 node DAG.  2 members in different sites and a FSW in a 3rd site. 

If I pull the plug on one site (2 members go offline) and pull the plug on the FSW, the DAG stays up and online.  That doesn't make any sense to me.

Get-DatabaseAvailabilityGroup gives me this warning, but that's about it:

WARNING: Database availability group 'DAG-A' witness is in a failed state. The database availability group requires the
 witness server to maintain quorum. Please use the Set-DatabaseAvailabilityGroup cmdlet to re-create the witness server
 and directory.

Clarification please.  Thanks!