I did not see this warning until I updated my 3rd VM (various EOS DEs with the testing repos enabled):
# from /var/log/pacman.log
upgraded grub (2:2.06.r322.gd9b4638c5-4 -> 2:2.06.r334.g340377470-1)
To use the new features provided in this GRUB update, it is recommended
$ grub-install ...
$ grub-mkconfig -o /boot/grub/grub.cfg
I did run the 2nd command out of habit, but not the 1st. All 3 of my VMs booted just fine (v6 kernel), so I don’t know how critical this is.