It's not a problem for Cairo-Dock because if this file is not found [$XDG_CONFIG_DIRS/menus/${XDG_MENU_PREFIX}applications.menu] the dock will check first with some prefix (gnome-, kde-, etc.) and then check if there is a file which ends with applications.menu.
It's just to avoid useless warnings ;)
But I don't know how other programs work. If they decide to only respect specifications, no menu will be found on a Gnome session.
@Jeremy: thank you for this quick answer!
> This isn't breaking anything though, right?
It's not a problem for Cairo-Dock because if this file is not found [$XDG_CONFIG_ DIRS/menus/ ${XDG_MENU_ PREFIX} applications. menu] the dock will check first with some prefix (gnome-, kde-, etc.) and then check if there is a file which ends with applications.menu.
It's just to avoid useless warnings ;)
But I don't know how other programs work. If they decide to only respect specifications, no menu will be found on a Gnome session.