Something about out of date DTD information on Apple's site seems to ring true. But anyway, it doesn't affect anything in game, so until Giles tidies it up don't worry about it.
Well, it won't be Giles. It only affects the Windows version (and used to affect the Linux version). The problem is that GNUstep can't find the DTD (Document Type Definition), which can be used to check the validity of an XML document (which is what a plist is).
I modified GNUstep Base for the Linux version to stop trying to check the validity of the document which it can't do anyway, so you don't get that warning any more.