HI Sasi
this is a warning message only
Table GRFNMWCNGLBESR is the Escape Condition configuration you can do in Step 1
For role approval, you can create an escape condition if the Approver is not found. Therfore, if your MSMP path does not find the approval you can send it down a path so you can resolve. E.g. create a path for Security or WF Admin to send the request to them so they can re-route it
It is a warning as you can continue without but it is a good idea to configure incase