You see this warning because there are one or more file paths specified in the File Attachments field in the Mail tab, and the file paths refer to files outside the wp-content directory. For security reasons, specifying files outside of the wp-content directory for email attachments is not allowed.
You can still specify files in the wp-content directory. Simply move the files to the wp-content or its subdirectory to resolve the error.
In cases where you have changed the location of the content directory from wp-content by declaring the
WP_CONTENT_DIR constant, the attachment files need to be in the directory you have selected.