It took a few hours of debugging, but I found the problem. From my point of view, it's a bug in VirtueMart.
Basically, you will systematically get the warning if the emailaddress shopper field is not configured to be shown in the cart form.
This is confusing, because when I configure it to be shown, it automatically inherits its value from the user's email address, so I would expect that the user's email address will be used, even if the field is not shown; but this is not the case. You HAVE to show the field in the cart form, otherwise VirtueMart will not set any email address for the order, and will display the warning message.