A synthetic filelist is a list of files that Duplicati creates after it has been interrupted, in an attempt to give access to as much as possible. The synthetic filelist is used by taking the previous file list, and adding/updating new files where data was successfully uploaded. It does not remove files, and it is not a real disk-snapshot, hence the name “synthetic”.
The warning is that Duplicati expected the code to generate a synthetic filelist and mark it temporary (i.e. in-progress), but no temporary filelist was found (either it was removed, or it was not temporary, meaning it was uploaded).
Why it happens is a bit harder to figure out. It is a warning because it is unexpected, but most likely does not do any harm.
Could it be that you have interrupted the backup, but the next backup does not have any changes?