I started getting the same warning on dynamically instantiated prefabs after updating to 2017.2.0f3. I worked around this bug by disabling the NavMeshAgent on my prefab and setting its enabled flag to true within the Start function of the prefab.
I have the same problem, however, I’m getting a lot of warnings “Failed to create agent because it is not close enough to the NavMesh” that I didn’t get before.
My problem showed no errors at all but the navmesh agents that work correctly under any other version of Unity, including 2017.1.0p5 just simply stopped working. They would no longer move to correct targets and often would run around in circles. It actually turned out that they always said they were not attached to a navmesh. Baking the navmesh again made no difference. I gave up and simply went back to 2017.1.0p5 where they work fine. I guess Unity will fix it at some point.