SFML generates that message if the context doesn’t have all of the requested features. This doesn’t necessarily indicate a problem; the application should be checking the features which the context actually supports. Particularly as the application is only requesting OpenGL 1.1 but sRGB framebuffers weren’t added until 3.0 (and even then, support for sRGB framebuffers doesn’t imply that the hardware framebuffer is sRGB-capable, as that’s up to the windowing system).
You can’t control what the OpenGL implementation provides. If the mismatch actually causes problems, you’ll need to take that up with the application’s developer.