Which exact log was that (or how was it accessed)? There are many, and sometimes one must search.
Here are some hints. There’s also a “Complete log” option in your screenshot. The last resort for logging might be About → Show log → Live → Profiling (or the –log-file equivalent) to see how things finish up. Sometimes things go wrong after the backup itself is over, e.g. an issue in sending email about success.
Note that a warning is less severe than an error, but does cause concern until one tracks down what it is.