By a differential approach in comparing the collection which shows the notice and another, using the same skin, which works pretty fine I have chosen a different font in skin customization. And - to my surprise - the notice has gone.
This happened by chance and is no fix for what ever.
If someone has an answer or a substantial fix I would appreciate it. But if not, I can live with an accidental solution, may be by a work around.

@saunders I confirm the bug. The message is triggered selecting any font different from the default, which is "Helvetica". This is already sent to the dev team, and a fix would be delivered soon.

As a workaround, you can go to the file: inc/skins/model/_skin.class.php, and replace the following line (~2031):

$selected_font_css = isset( $this->font_definitions[$selected_font_family] ) ? $this->font_definitions[$selected_font_family] : $this->font_definitions[$default_font_family];

with this other:

$selected_font_css = isset( $this->font_definitions[$selected_font_family] ) ? $this->font_definitions[$selected_font_family][1] : $this->font_definitions[$default_font_family][1];

Thanks for reporting.

For further readers: this issue has been fixed in version 6.9.5.