There is a little bit of startup code that EG submits to check what products you have licensed and installed. The TSLVL function is used to verify that a product is present (for example, SAS/ACCESS to PC Files). This information may be used in parts of EG to adjust options and behavior.
If a product that EG checks for is not present, you'll see that NOTE. It's harmless, aside from being a bit of noise.
Chris