If you reference a built version of Lock from CDN that message should not appear, however, if you include Lock through npm and then bundle it, for example, with Angular CLI or other tooling I believe you’ll need to make sure that within the compiled JS bundle process.env.NODE_ENV === 'production' otherwise React will show that message.
When doing development I believe the message is unavoidable as you won’t want to set that variable to production. Showing that message is a decision from React and I don’t believe we’ll stop using React so by proxy it will display when using Lock.