I just started noticing the message also.
The XFCE deficits are too numerous, unfortunately.
XFCE:
Pros
-Fast and light.
-I have my standard panel on the bottom and created a second, auto-hiding, panel on the top filled with Launchers to get something like a MacOS Dock.(But way less fancy.)
Cons:
-Not visually appealing.
-Default Window Manager theme (Slick) is very ugly, and also the some of the colors from the collored borders get very ugly. I thought R3.2 used a different fault. I've set mine to Nodoka.
-I've set appearance to Greybird, the panel looks a lot better now but Application Launcher does not match.
-Xscreensaver lockscreen is way too ugly.
KDE:
Pros
-Loads more visually appealing.
-Much nicer lockscreen.
Cons
-After logging in after booting it needs quite some time to load while XFCE loads almost instantly.
-Sys-Net network icon is invisible
-Other icons are very out of focus compared to XFCE and some are uglier as well.
-Not sure if there is an alternative to my XFCE 'Dock' that doesn't require installing additional software/extensions into Dom0.