Those message are not a problem, at all. They are just the way the simulator searches for textures and other files, first by checking a .CAB file, then a .BMP file, then a .DDS file, etc. It's the normal fallback process working normally.
Yes, it's not probably the most efficient way, considering almost every addon out there comes with .DDS textures, which are searched last, so that would result in many failed searches, but it's NOT a problem or an indication of a problem.