Long time ago I had exactly the same warning... I didn't do anything because I assumed what you thought: "Ok, devalue those links, I don't mind"
In a few months, they cracked the sidewide penalty for the same site. So I guess, this initial message acts like a warning for you to go ahead and clean up your link profile... As confusing as it may seem, I'd take action now, just because of my experience.
Not insisting, just sharing my personal experience
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Last edited by Ann Smarty; Apr 15th, 2016 at 05:04 PM.
Everything will be ok in the end
If it's not ok, it's not the end