Base SAS only knows two data types, character and numeric. All numeric variables are always stored as 8-byte (or less, if you specify it with a LENGTH statement) real (mantissa and exponent) numbers. All SAS tables are stored with these limits.
So the note just informs you that your numbers will be stored that way; since there is no other option, there is also no performance penalty or other negative effect. Just keep in mind that you may run into precision problems a little earlier than the overflow error you'd expect with 8-byte integers.
To avoid the NOTE, just stay with double.
Then why is "integer" there at all? If you run PROC DS2 against a table that is not a native SAS table, but in a database, and the database engine supports integer, then it will have an effect.
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