The warning should be harmless, though I wasn't aware that it happened in the game. (It's been a long time since I actually played it.) I have the Sold-Out Software, not GOG, release of the game, so I may be a bit off. The game was originally distributed on two CDs, each covering about half of the game. (If memory serves me, the CD change happened after you leave Quaramonte.) Naturally, each CD had its own music file.
A music file begins with a table telling where in the file each musical cue (potentially one for each table entry) can be found, and how long it is. Each table has several hundred entries, which sounds like a lot but many of them are empty, indicating that there is no cue with that number. Neither of the music files seem to have a musical cue number 451.
Originally, both the files were named music.clu. ScummVM wants them to be named music1.clu and music2.clu so it can tell them apart, since it doesn't really understand the concept of using multiple CDs. The warning was meant to alert the user that maybe he had acted according to Murphy's Law and accidentally numbered the files the wrong way. That would probably lead to the warning being displayed quite frequently. (Though not always. Some things are, after all, present in both the first and the second half of the game.)
I guess the game designers originally meant there to be a musical cue at that point. Maybe it was never recorded, maybe it was recorded but cut for space, or maybe they just forgot about it. The game is said to have been made on a tight deadline.
