This is working as designed. If there are no AlienFX compatible EXTERNAL devices (AW320M, AW720M, AW920H, AW310K, AW410K, AW510K, AW310M, AW510M, AW610M, AW510H, AW588, AW568, AW768, AW988, AW958, AW959) connected to the PC, this message will pop up. Check the box that says, "Do not show this message again".If you have one of those, you need to install the additional Alienware Gaming Peripheral driver.
I received my Dell G15 5511 today and when I open the AWCC, it show up "No Supported AlienFX devices was detected." and my Home and FX tab was missing. I never used this before. This is brand new pc!!!
Command Center AlienFX issue on G15 5511