MSI does not support "Do not remove" here
MSI does not support the removal action Do not remove for installation folders or registry keys. Instead, MSI removes a folder when its last file, shortcut, or subfolder is removed, and a registry key when its last value or subkey is removed. In effect, MSI always behaves as Remove if empty. However, this might not always be appropriate.
MSI only supports a subset of the generally available installation and removal actions offered by InstallMate. Moreover, the available MSI subset depends on the object type.
If Remove if empty is an acceptable substitute, you can ignore this message. Otherwise, select a different removal action; see Installation folders or Registry keys to check which actions are supported by MSI. Alternatively, build an InstallMate installer instead.