For me the problem started after I added a path to a module that I am using for a course. The scripts in this module are launched using a script called 'Startup.m' and I was told to add its directory to the Matlab path (which I did using addpath).
So, to fix it I did this:
and now I do not get the warning at startup.
Presumably the Matlab system also uses a file called 'startup.m' somewhere and therefore you must never create a file with that name and permanently add it to the path.