With legacy there is security-realm attribute of http-remoting-connector to secure. But yes you should move to Elytron
Your answer led me down the path to adding security-realm to:
<http-connector name="http-remoting-connector" connector-ref="https" security-realm="ApplicationRealm"/>
in the jboss:domain:remoting subsystem, then adding a user with add-user.sh, and thus eliminating the warning message. In the recent past, I attempted to configure two-way SSL/TLS but ran into some problems. With two-way SSL/TLS, I still get the above warning. Perhaps I'll eventually use both two-way SSL/TLS along with an identity.