As it turned out this customer had previously a SCOM R2 environment in place and pushed the SCOM R2 Agents to all Windows based systems, servers AND clients. When they moved on to OM12, they upgraded most of the Windows servers to OM12 Agents and removed the SCOM R2 Agent from most of the Windows clients.
However, some slipped through causing these warnings simply because SCOM R2 Agents can’t communicate with OM12 Management Servers. That’s why any upgrade of any SCOM R2 environments starts with upgrading the SCOM R2 Agents to OM12 Agents which are backward compatible.
So whenever you find this warning in the OpsMgr eventlog of one of your server, changes are you have some SCOM R2 Agents out there. Either remove them or upgrade them to OM12 Agents.