It looks like the warning is generated if the VLV is reindexed when the subtree is empty. Here's a way to reproduce the problem without PKI:

1. Create a DS instance:

$ setup-ds.pl --silent --\
        General.FullMachineName=$HOSTNAME\
        General.SuiteSpotUserID=nobody\
        General.SuiteSpotGroup=nobody\
        slapd.ServerPort=389\
        slapd.ServerIdentifier=instance\
        slapd.Suffix=dc=example,dc=com\
        slapd.RootDN="cn=Directory Manager"\
        slapd.RootDNPwd=Secret123

2. Add an entry and a VLV index based on that entry:

$ ldapadd -x -D 'cn=Directory Manager' -W << EOF
dn: ou=test,dc=example,dc=com
objectClass: top
objectClass: organizationalUnit
ou: test

dn: cn=test,cn=userRoot,cn=ldbm database,cn=plugins,cn=config
objectClass: top
objectClass: vlvSearch
cn: test
vlvBase: ou=test,dc=example,dc=com
vlvScope: 1
vlvFilter: (cn=*)

dn: cn=testIndex,cn=test,cn=userRoot,cn=ldbm database,cn=plugins,cn=config
objectClass: top
objectClass: vlvIndex
cn: testIndex
vlvSort: cn
vlvEnabled: 0
vlvUses: 0
EOF

3. Stop the instance:

$ systemctl stop dirsrv@instance.service

4. Check ancestorid.db:

$ dbscan -f /var/lib/dirsrv/slapd-instance/db/userRoot/ancestorid.db -r -n
=1                                      9
        2 3 4 5 6 7 8 9 10
=3                                      4
        6 7 8 9

5. Reindex the VLV while the subtree is empty:

$ vlvindex -Z instance -n userRoot -T testIndex
[26/Jul/2016:20:50:47 +0200] - WARNING: Import is running with nsslapd-db-private-import-mem on; No other process is allowed to access the database
[26/Jul/2016:20:50:47 +0200] - check_and_set_import_cache: pagesize: 4096, pages: 495194, procpages: 57641
[26/Jul/2016:20:50:47 +0200] - Import allocates 792308KB import cache.
[26/Jul/2016:20:50:47 +0200] - userRoot: Indexing VLV: testIndex
[26/Jul/2016:20:50:47 +0200] - warning: ancestorid not indexed on 10; possibly, the entry id 10 has no descendants yet.
[26/Jul/2016:20:50:47 +0200] - userRoot: Finished indexing.
[26/Jul/2016:20:50:47 +0200] - All database threads now stopped

Notice that the warning appears for entry #10.

6. Check id2entry.db:

$ dbscan -f /var/lib/dirsrv/slapd-instance/db/userRoot/id2entry.db
id 10
        rdn: ou=test
        objectClass: top
        objectClass: organizationalUnit
        ou: test
        creatorsName: cn=directory manager
        modifiersName: cn=directory manager
        createTimestamp: 20160726184938Z
        modifyTimestamp: 20160726184938Z
        nsUniqueId: a49c0487-536111e6-a99ab685-0e752cad
        parentid: 1
        entryid: 10

Entry #10 is the base of the VLV.

7. Check ancestorid.db again:

$ dbscan -f /var/lib/dirsrv/slapd-instance/db/userRoot/ancestorid.db -r -n
=1                                      9
        2 3 4 5 6 7 8 9 10
=3                                      4
        6 7 8 9

It produces the same output as in step #4.