If your meshes face/vertex normals look correct, everything is fine. At least I often get the same message. Even for static meshes created in UE (by using the merge tool for example) and exporting and reimporting via fbx. I am not sure who added this warning to UE in the first place, but the term Smoothing Groups is often only used in 3dsMax and there, they are considered different in comparison to explicit normals. So as far as I am concerned, as long as the mesh does not look faceted, it is fine and has appropriate normals but in general, this warning should be fixed by the devs and only shown where appropriate. Maybe, you could create some reproduction steps, upload your model showing correct normals/smoothing and have it logged as a bug