With 2.4 we added an option to have  SourceTree manage your SSH key per account - it generates the key and optionally adds to your SSH configuration. The warning just indicates when that isn't present. We did not detect existing SSH configurations and map them to accounts you've set up in ST.

Existing/configured SSH users should simply ignore the feature essentially, just set the protocol to SSH and continue on past the error message.  However, users should not be receiving the error message on a regular basis, which they are currently with 2.4.