Yes, it still happens if i save scene. I get it even on brand new scene with freshly created box, and standard material assigned. No imported / merged objects involved. Max 2016 SP3.
Fun fact: if after conversion to Corona, i change renderer back to scanline, reassign standard material and click on start conversion again, then i don't get any warnings, but if i reset max session, create box anew, then warning message reappears on conversion.