The following is based on the example of Azure AD as IdP, it is also valid for all other connector types.

Why Am I Seeing This Message?

Starting with SAML SSO 5.0 and User Sync 2.0 we've optimized user synchronization.
Instead of fetching all groups from the identity provider first, we now only fetch members of the groups defined as required groups.
This saves a lot of time, especially if you have a large number of groups in your organization.

Since that required some configuration changes, we've moved the required groups from the old- to the new configuration field.

Do I Need To Take Any Action?

If you want, you can review the required groups at the bottom of the first tab in the connector settings:

It should list all the groups from the IdP the user is expected to be a member of at least one of them to be synchronized.
If the settings are correct, you can confirm the message to not be shown again.