Hi, rcantin,
The other Thomas is correct. This message would be displayed when a project is saved with a custom color output setup and that is not avaiable in the copy of QuarkXPress that opened the project.
Because color output setups can be included in a Job Jacket and automatically selected for projects that reference that Job Jacket, we are able to include the output setup in the jacket to preserve it. It would, however, have a default name.
This would only be an issue if you needed to reference that color output setup when outputting the file, which doesn't seem to be the case. It would not affect any of the default color setups such as AsIs.
There's not specific documentation about this error dialog, but the best place to check would be the section of Job Jackets, particularly as it relates to color management, as information about Sharing source and output setups.
Hope this helps,
Thomas Allen
Product Manager, QuarkXPress
Quark, Inc.