I wouldn’t worry much about this issue.
AFAIK the only way to import an fbx from C4D without this message is by using Cactus Dans CD tools fbx exporter instead of the internal one.
But in most cases the mesh looks just fine even with this warning.
Ofc. you should always check if there are any issues and eventually reimport or even change the mesh setup.
It has been a while since i used R13.
For me the fbx v6.1 (2010) in R17.055 always worked best, even imported textures and turned the U and V scaling of the material tag into a texcoord node.
Having more then one UV map can be a bit problematic in earlier versions then R16.
As soon as you have two UV Tags (with unique names assigned) the smoothing is lost no matter what you do.
Just a bug nothing that can be done except using R16 or later or maybe the exporter from cactus dan.
But back to the issue.
if you have problems importing the smoothing information, you should try to figure out good export/import settings.
also read #13
If everything else fails you can always manually edit the mesh to behave like you want.
A little context:
while in the 3D Programm smoothing groups, phong angles or hard edges are used to virtually define smoothing,
a realtime 3d application has not such a possibility.
Whenever there is a break in smoothing, the vertex points are split to get two independant vertex normals.
You can easily see this if you export a simple cube smoothed (phong > 90°) it will have 8 vertics, but if you export the same thing with flat shading (phong <90°) the vertexcount will be 24 (6 faces with 4 vertics).
Now with this knowledge, you can set the phong on any mesh to an angle of 180° but detach groups of polygons from each other.