Are you sure those books are actually epubs? This warning should only happen for kepubs that came from Kobo. That means they were purchased from Kobo and downloaded directly to the device over WiFi or from the Kobo desktop application. The reasons for this is that calibre does not have full support for kepubs (cannot extract metadata or covers or convert from kepubs), cannot handle the Kobo DRM and there is no way to send the kepubs back to the device so that they will sync with the Kobo servers.
My usual advice for this is to download the epub version of the book from the Kobo web site and add that to calibre. On the next connection, calibre should match these together. You can also add an empty book into calibre if you just want to record that the book exists somewhere.
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