As it is just a "Warning", and not an "Error", if your endpoint is functioning as you need it to, you can just ignore that the message is there.
Depending on how you have your device configured and integrated, it's more likely that it is the audio path that has the delay in it (especially if connected to external audio processors) and the cause of the warning. The "Gaming Mode" recommendation is only for when you are using the same connected display for both the Audio and Video output.
Wayne
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