It's nothing to worry about - just a change to the way that HE handles UDP messages.
There is a parameter than can be used to tell HE not to expect a response, and therefore not to give the warning (e.g. when sending commands to change state), and also one to not display a warning when a response might be expected (e.g. during discovery), but I'm not sure which version of the firmware will support the ignoreWarning parameter.
I may release a new version this weekend if I get around to working on the code.