This warning often accompanies any advise to disable the "Auto Delete Old Tracks" tool but it is incorrect. The "Cleanup Tracks and Vias" tool has three options.
- Delete redundant vias
- Merge overlapping segments
- Delete unconnected tracks
It should not and, after testing, does not delete redundant tracks.
Having said that, the cleanup tool is way too aggressive often deleting tracks that are sufficiently "connected" to satisfy DRC. Especially if you've ever deleted any of the little runt tracks that get left behind. Use it at your own risk!