First, this is nothing to worry about. I’m assuming you see these only once per device at startup, is that right? Also, notice they are WARNINGs, not ERRORs.
What I believe is happening here (and I see it too sometimes) is that when the composite tracker starts up it gets the current state of the watched entities. However, if this happens early enough in the startup sequence, then although there are entries in the state machine for the entities, those states are coming from the database, not from the entities being updated by their platform code. In this case it seems the states are incomplete. I specifically don’t let that “count against” the entities during startup. (However, after startup, each watched entity is only allowed two “strikes”. I.e., the first problem is also considered a WARNING, then after that it’s an ERROR and the composite will stop watching that entity.)
So, again, bottom line is, this isn’t a problem. If you don’t like seeing the WARNINGs then you can change the log level for custom_components.device_tracker.composite to error.