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I have never seen such a message... perhaps you will need to contact support as is suggested in the message.. they should be able to help identify the problem directories and help you fix your configuration.
This message is about the Single Sign-on your company has configured within the Admin Console. Users are organized in directories, which can use different integration methods like SAML. You are using a legacy method in one of those directories, which means users from that directory might lose access or have already lost it.
You should check in the Admin Console which directories are affected and work with your IT team to mitigate the impact. Maybe those directories are not used anymore and can be ignored (if nobody has complained yet), but maybe they are still relevant and should be fixed. You can learn more about the topic in general here https://helpx.adobe.com/de/sign/using/enable-saml-single-sign-on.html