This issue is related to slightly confusing _warnings_ that the software prints out, it doesn't effect the _correctness_ of the backups.

The warnings are produced by COPY TO, which is used by pg_dump, since COPY TO doesn't copy chunks. It is not an issue for pg_dump, since it also do COPY TO on each chunk table.

Timescale engineer here - was part of discussion about this warning. We need to do another round and see how to remove this confusion.