I've had the same issue and my takeaway is it is a side effect of using the non-cran version of xgboost.
Parsnip is still setting info using the CRAN methods in xgboost:
I think xgboost (version 3.1.0.0) is still correcting for the old formatting, so for now the only issue is the annoying message:
Downgrading to the CRAN version of xgboost should get rid of the warning. I think parsnip is aware of these issues with the new version, but are holding off updating until xgboost gets to CRAN:
https://github.com/tidymodels/parsnip/issues/1227#issuecomment-2576608316