The next step is to ignore it. ;)
The directory listed has to do with the location that matlab code extracted from live scripts is put temporarily. (Live Scripts are not executed directly: they are markup files that in places contain code, and matlab copies the code sections into a m file to execute)
MATLAB automatically creates a directory for this live script purpose and adds it to the path and saves the path. But it is a temporary directory and the operating system can delete it, so it might not exist next time you start matlab. The path loading process does not know that it is ok for the directory to not exist so it gives a warning. MATLAB automatically creates a new directory when it needs to.
So this is a cosmetic problem rather than a failure of some kind.