It depends whether you define a mapping or not when configuring the export. If a mapping is defined, you will be able to update existing data in the CRM tool. If no mapping is defined, an automatic key will be used and all the data will be inserted in the CRM, with potential duplicates.
Sorry for the late reply. I tried to investigate to see if this message could be related to some misconfiguration but it appears that it continues to pop with correct settings and right mapping for the field it talks about.
As mentioned, the connector still works fine, even with this message popping, so you might just continue to ignore it.
I'll update this thread if I receive further update.