Some features in JBT has been changed, so to get features working you should add this missing natures.
I'm not sure, because I never did that before, but copying *.pref files in the same location from old to new location should do the trick for most preferences. In some cases preferences saved different way like it happens for Mylyn, so there is not strait way to get this fixed.
Last message related to the changes in code and not related to preferences migration. New version just does verification that all required natures are present for the project and that's why you see this dialog.