annoying warning during synthesis.

You can suppress messages, including these warnings. It's a one time thing and then done. Right-click on them, I believe.

The reason its a warning is that the files are picked up implicitly(from what I've seen, very few tools let you do this), and though allowed, not the best practice. For example, I've found very few people that use this know its rules for finding a file and adding it. As long as only one file exists with the proper entity/module, it's fine since the worst thing that could happen is that it doesn't find the correct file, but if there are multiple files with the same entity/module, it can get a little dangerous, although to be honest, I've seldom heard of problems.