This message is related to the prerequisite of mapping some specific mandatory user attributes to AD attributes, using the Workspace ONE Access admin UI.
The "sid" is one of those user attributes that needs to be mapped.
In the user guide for next-gen, start at the bottom of this page:
https://docs.vmware.com/en/VMware-Horizon-Cloud-Service---next-gen/services/hzncloud-nextgen.pdf#pag...
Read onwards from the heading Configure Workspace ONE Access User Attributes for Integration
with Horizon Cloud at the bottom of that page, where it says
"If you are using Workspace ONE Access as your identity provider for Horizon Cloud, use the
Workspace ONE Access console to configure the mandatory user attributes.
The purpose of this procedure is to add additional Workspace ONE Access attributes that are
mandatory to successfully configure Workspace ONE Access as the identity provider for Horizon
Cloud, and to map those required attributes to your Active Directory attributes.
The userPrincipalName, objectGuid, sid, and netBios Workspace ONE Access attributes are
mandatory and must be mapped to the appropriate Active Directory attributes as described
in the following steps."
