Never seen that warning either, but I think I know what could cause this:
A few combinations of microflow actions are automatically optimized by Mendix into one action when you run the microflow. For example, if you retrieve a list of objects from the database and then only use that list to calculate some aggregation (sum, count, etc), Mendix won't actually retrieve this (potentially huge) list but will execute the aggregation on the database directly. In this case I'm guessing that setting a breakpoint on that retrieve action will cause your warning.
If this indeed is what's causing this, try setting the breakpoint on another (earlier) action.