I just updated my HAXM to version 6.2.1 . When I run the emulator I get an error message in the event log of the android studio:
Emulator: emulator: E
You need to update Android Emulator and HAXM,
Tools > SDK Manager
As per the comment of @user4938227 (and my experience) it seems like it's a one time warning the should happen at the first run of the emulator. Avd creates the file and on the following runs it shouldn't appear.