It'll accept most transactions from pools just fine. That message is about "generated" transactions from p2pool, and not from regular pools. The only catch is that the pool needs to be configured so that it can send the coins to addresses with payment IDs specified. Not all cryptonote pools support that by default, so gotta do your research. Of course I'm not saying that everyone should be mining straight to their cryptopia addresses.. but that warning is not relevant for like 99% of pools out there, the coins will make it to the exchange just the same as if you'd send them from your local wallet (which is exactly what's happening, pool's wallets are identical to your local wallet).