I'm not 100% sure about this to be honest but my guess is that Appvolumes Agent checks to see if the certificate is correct when it connects. So if you browse to the manager from your golden image it should not give you the warning message.
That being said. As said, we use a local administrator account to create the golden image and I just ignore the error and leave it be.
When I then create the pool and the machines are in the domain and I use a domain account I don't get the message everything works as intended.
