This is pretty simple. According to pkg_setup in iproute2, the message only applies to kernel older than 2.4.17... well, we don't have any kernels that old in the tree, so either the information is unnecessary, or it's supposed to be 2.6.17 and it's incorrect.
I would say it's really that old. iproute2 is an old package. Additionally, I believe CONFIG_NETLINK is an old configure option and it's actually always on for 2.6 kernels.
the version is correct (2.4.17). i dont know when netlink was always enabled, but current 2.6 kernels do not allow you to turn it off. 2.6.12+ for sure have been this way.
the warning is dropped with linux-2.6.23+