Actually, the solution is this last part: "Consult your virtualization solution and/or BIOS/UEFI setting to enable AES instructions."
Are you using running this on bare metal hardware or inside a virtual machine?
Try running this:
egrep "model name" /proc/cpuinfo
You can then research if the processor model supports AES-NI processor extensions. If it doesn't then the only way to remove the warning is to switch to hardware that does support AES-NI. If it does support AES-NI but OpenVPN AS is not detecting it, then it is either not being passed through =to the VM by the hypervisor or is being hidden by a BIOS/EFI setting.
If you are happy with the current performance you are getting (maximum bandwidth, network latency, etc) then you don't need to solve this warning. It will not impact security and will have minimal impact on reliability to not use AES-NI processor extensions for encryption. It is strictly a performance *warning*.