It’s also perfectly fine to set your white balance how you want , then load color calibration and set it as daylight for example and make small tweaks.
The warning is just that, a warning.
I also often set white balance to as shot , then color calibration to ‘as shot’ as well . Color calibration is now a sort of no-op, but you can tweak it.
Mostly because the ‘camera reference’ workflow doesn’t work for all cameras when the lighting situation is too far from daylight.
(On my Sony for instance, its unusable if the was closer to tungsten ).
Also on this image , i use the normal legacy white balance workflow… But i want to add a masked color calibration on the kid to bring the warmth up slightly.
So i set color calibration to a mode (often cam16) , set it to daylight , and nudge the temperature up a bit, then apply a mask.
Know what you are doing (and why the warning is there ), and then don’t be scared of warnings 
.