https://github.com/jenkinsci/jenkins/blob/5562b2fec6428b730a7b88ad6390a7ed741ba792/core/src/main/resources/jenkins/security/QueueItemAuthenticatorMonitor/message.properties#L1

blurb = Builds in Jenkins run as the virtual SYSTEM user with full permissions by default. \ 

On Windows, there's a SYSTEM account. Usually, users create per task accounts, e.g. a Jenkins account, and run services with those accounts.

Because the Windows SYSTEM account (and is the equivalent of Unix root), it's very confusing to see a warning as the current warning displays.