Currently the path to the git executable can be configured in
Manage Jenkins => Tools:

The warning is basically correct, if you know this will be checked only on the Built-In Agent. As far as I know, however, it is generally not best practice to run anything on the Built-In Agent, so many servers are unlikely to have Git installed there.

Suggestion:

• Add the path configuration to agent configuration page, as fixed path will be usually never equal on Windows and Unix, so modifying this value is mostly a bad idea.
• Change the label to Default path to Git executable, remove the check and add a help text that gives the hint, that it can be adjusted and checked for each agent separately in the agent configuration page.