The link, as suggested by the warning, shows me how to include the minified CDN, however, i’m not loading Okta using a CDN but i installed the package through NPM (again, this is a react.js app).
When installing the package through npm, there are two different js files available under /dist/js: okta-sign-in.js and okta-sign-in.min.js. In order to remove the console message, the minified version needs to be loaded:
import OktaSignIn from '@okta/okta-signin-widget/dist/js/okta-sign-in.min'