Workaround:

Copy the Arma3server.exe and rename it. launch your headless client using the renamed copy using a batch file, after about 20 seconds (to be sure the message got shown up) use taskkill to kill the renamed arma3server.exe - it will close the error message. The real Client will start right after the message got taskkilled.

You can use this workaround if you run and restart your Server including your headless Client via Batch files, to keep it automated.

Do you have a batch file example for this?
Tried this method, but the real client does not start properly as well using this method.

Sure thing, this is how my restart-batch looks like (XXXX is the path, the "Arma3serverClient" is just a copy of the Server file) - but i think they changed this sometime in the past, as I just noticed I have removed the taskkill command at the end.

echo.
echo Restarting
:: start the servers..
set armapath="XXXX\A3Master\"
cd /d %armapath%
start "" "arma3server.exe" -port=2302 -maxPlayers=40 "-profiles=XXXX\A3Master" -mod=@EM -config=CONFIG.cfg -world=empty
echo.
echo Starting Bec
timeout 5
:: start bec
set becpath="XXXX\Bec\"
cd /d %becpath%
start "" "bec.exe" -f Config.cfg
echo.
echo Server Started 100%
echo Starting Headless-Client
timeout 20
:: start client
set clientpath="XXXX\A3Master\"
cd /d %clientpath%
start "" "arma3serverClient.exe" -client -connect=127.0.0.1
echo.
echo Client Started 100%

• end of file

this is how the taskkill part looked like, but i think this is not needed anymore:
(this is commented out, remove the :: to test it)

::echo KILL Headless-Client Errormessage
::set clientkill="XXXX\A3Master\"
::cd /d %clientkill%
::taskkill /im arma3serverClient.exe
::echo.