The script can not be found.
Missing scripts are also reported in the papyrus logs as "Cannot open store for class X, missing file?".
The plugin/mod missing the script is most likely not going to work as intended.
The log tries to only report missing scripts in case they might actually be used in the game. Mods sometimes contain orphaned or unused records or data, which is not causing problems directly.
If it has been verified that the script is not required try to remove or update the unused record/entry so the non existing filename is not being referenced.
In case a script is missing from a mod archive or installation, notify the mod author.