That is probably in one of the AppstoreApps that is downloaded to and used in your application. You are quite safe for a long while because it will take at least a year, maybe two before Mendix version 10 will be out. So you can choose not to bother yet, hope it will pass. Otherwise, take out the appstoreapp one by one, starting with the most probable one.
Maybe it will work to op the project in Eclipse (after F6, which is Project_>Deploy for Eclipse) and do a search for mx.ui.action. You might find it.
Thanks … Do you think Mendix v10 will be more informative as to which deprecated actions need converted? Wondering if I wait until then, it will give me more info.
As mentioned by others, this is part of a widget and the client API. We've used this in some of our widgets in the past, but moved to mx.data.action.
When Mendix 10 comes around, widgets will be different (as we're moving to React and Plugin widgets that don't use these API's anymore). It is quite safe to say that widgets that use mx.ui.action will not be working in Mendix 10 (I would be surprised of they do in Mendix 9), but the future will tell. We're still a long way away from having these things totally deprecated.
Just ignore this warning, it does not affect your Mendix application at all. If for whatever reason you still want to find out, try to search in widgets.js in your deployment folder (you'll have to switch on 'bundle widgets' in your Project Settings → Misc) . That has all the used widgets bundled and it's easy to then find out which one is using this old API call.