Following up with more clarity on my part, I see that the warning comes from get_transfer_operators() in dmhooks.  Furthermore, I see that I do not get the warning when using -pc_type mg in simple things (like Poisson).  Apparently it arises because I am using options like
   -pc_type fieldsplit -fieldsplit_0_pc_type mg
and etc.  The demo geometric_multigrid.py and my own code solve the Stokes equations.
So I am guessing that I should not be putting anything into my own (application) appctx, but rather this is about a Firedrake object's existing appctx?   I am trying to interpret the top of the dmhooks docstring
"""
Firedrake uses PETSc for its linear and nonlinear solvers.  The interaction is carried out through DM objects.  These carry around any
user-defined application context and can be used to inform the solvers how to create field decompositions (for fieldsplit preconditioning) as
well as creating sub-DMs (which only contain some fields), along with multilevel information (for geometric multigrid)
"""
I am going fishing for info on whether *I* should be fixing something or ya'll should be, to make the warning go away and/or to setup and store the appropriate DM info so that the warning is not triggered.
Thanks, and noting that Firedrake really works for me,
Ed