I wouldn't worry too much about it. There's a way to map kindle locations to a particular print version of the book's physical page numbers. If you don't have a print version (or know the details about which print version you want to use), it can be safely ignored.
There must be other errors in your document, because that error (only a warning, actually) isn't enough to cause the conversion to fail.
(Unless you're actually trying to create a page map and something's wrong)
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