I have not tested installers with standard MUI2 welcome/finish pages. I usually use custom pages in the installers and the uninstallers, for instance: !insertmacro PAGE_FINISH
; Finish Page
Function nsDialogsFinish
Call HideControls
${If} $LANGUAGE == 1031
StrCpy $R1 20 #
StrCpy $R2 318 #
${Else}
StrCpy $R1 69 #
StrCpy $R2 265 #
${EndIf}
GetDlgItem $R0 $HWNDPARENT 1
${NSD_SetText} $R0 "$(M_BUTTONTEXT_FINISH)"
nsDialogs::Create 1044
Pop $DIALOG
nsDialogs::SetRTL 0
${NSD_CreateCheckbox} 256u 100u 55u 8u "$(M_TEXT_FINISH_SHOWREADME)"
Pop $CHECKBOX_1
${NSD_CreateCheckbox} 256u 115u 55u 8u "$(M_TEXT_FINISH_RUN)"
Pop $CHECKBOX_2
${NSD_CreateLabel} 46u 175u 246u 16u "$(M_TEXT_FINISH_INFO_TEXT)"
Pop $1
${NSD_CreateBitmap} 0 0 331u 193u ""
Pop $IMAGECTL
${NSD_SetStretchedImage} $IMAGECTL "$PLUGINSDIR\fmodern-wizard.bmp" $IMAGE
SetCtlColors $DIALOG "" 0xb4c6ff
SetCtlColors $CHECKBOX_1 0x000000 0xd8e2f4
SetCtlColors $CHECKBOX_2 0x000000 0xd8e2f4
SetCtlColors $1 0x4f5235 transparent
nsDialogs::Show
Call ShowControls
${NSD_FreeImage} $IMAGE
FunctionEnd
Interestingly the warning appears only once, even though there are four images (welcome + finish; installer + uninstaller), but that said, it is unlikely the warning stems from my script, because not embedding the images does not remove the warning.
The script in its entirety is posted online. I'll send you the link in a pm, if you can't reproduce the warning.
The above code is actually an installer finish page, but the uninstaller is the same.