Yes it's really annoying I can play but it ruins the experience
iirc, that's due to registry being missing (I might be wrong). It is harmless, and I kept it around because this error message is carefully timed to prevent my fan from making too much noise (this game uses a lot of CPU even while idle, except when the message is showing up).
The easiest fix is installing the game via ISO. In theory, you could just run the installer to get the registry entries, and override the files later. No idea if that would work.
I believe you can get an iso from
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but I didn't try that because I already got a copy here and the error doesn't inconvenience me (the fan noises are more bothersome).
Maybe in future someone will make a nice and easy reg file you can import and hopefully that won't break anything, but that day is not today, I guess.