It's good since Electrum uses your OS's RNG which has more sources than just your CPU's RNG.
Since Electrum relies on the OS's random number generator, why does the software even warn the user that there is a problem with the RNG of the CPU?
-snip-I believe the warning is announced by his OS, not Electrum since I can't find that error in Electrum's code.
It's being displayed when opening Electrum because of Electrum's reliance on its RNG generator which may be affected by the CPU RNG issue if it's used as an entropy source.