Based on your query, I understand that you are using two steps in your BPM apart from Start and End Step. First step is the task step and another one is service step.
Usually I first deployed the task project in Task Engine and then Build & Upload my BPM. I also faced the same warning message while deploying the BPM. But it won’t give any problem.
While you Build & Upload the BPM, the task will not be deployed in the Task Engine. Designer creates the elements that execute at run time based on the information in your process, such as steps, subscription filters, transitions, and conditions. Designer then places these generated run-time elements on the Integration Server and uploads information about the process to the Process Audit Database. Each step in a process model is associated with a specific Integration Server Name.
Designer places the run-time elements associated with a step on the physical server that is mapped to the Integration Server Name for the step. Every process step generates a type of flow service called a mapping service on its specified Integration Server, using the signature specified in the inputs and outputs. When you
build and upload a process, Designer automatically updates the mapping services of all steps to include the current step signatures, and generates mapping services for all steps that do not yet have them defined.
You can also view the auto-generated package in Service Development perspective. The name of the Service Package is same as your process project
Thanks & Regards,