I never use the default flight planner.
The reason for my question was because, after checking the code, the one and only possible reason why that message would appear, if is there was a destination airport set, and it doesn't match the destination on Simbrief.
GSX checks a standard variable in the sim called "AI TRAFFIC TOAIRPORT", which is only supposed to be set if a Destination airport is set in the Main Menu, that equates having made a flight plan, even if you might not really have made a proper plan but, just setting an airport as a destination would set that variable.
If that variable is not set or it's null, you will not see that message.