That’s a new "feature". Most likely your PHP doesn’t have the zip libraries installed (or enabled). On a Windows server, you might be able to just remove the comments from the line enabling the .dll for it in your php.ini file.
In any case, it’s only used by MODx in the File Manager if you want to upload and unzip .zip files in place using the File Manager.
As far as the warning goes, you can set an option in the Configuration to only show this to the main Administrator user. There’s also a few ways you can
just get rid of it, or you can simply ignore it. After a while you don’t even notice it any more.