Hello A.T_   I spoke with an engineer on the issue.  By default SCG likes to configure SNMP for you but for non-servers the commands it uses don't work, so it tells you make sure SNMP is configured if you want cases to get made. It is informational with no way to suppress. It's  been asked about a few times and they are working on fixing it in a future release. I do not have any information when that would be. I would check it on the next release.  
We've added an PowerVault ME4012 to the SCG and it is giving a blue 'infomational' icon at monitoring with the message "This gateway does not support automatic SNMP configuration for this device type, we can support monitoring if it's manually configured on the device. Refer to section 17 "Configuring SNMP settings" of the secure connect gateway user guide for instructions on updating your config.". The Help section isn't much of a help in this, but on the ME4012 we've configured the SCG as SNMP Trap server. The test is successful and we see this in the application log on the SCG.But still the message is there, so not sure if monitoring capability is working correct now. We should expect a green checkmark if it's really working correctly.Are we missing something?
This gateway does not support automatic SNMP configuration for this device type