Hi Paul,
You've hit a very specific situation.
First, when the database doesn't support identity/autogenerated columns, Aurelius will require sequences/generators to be associated with each table for id generation. That means that for SQL Server, for example, nothing will happen, but for Firebird 2.5 for example, a generator for a table with an autogenerated id is required. That's why the entity generator asks you that.
You can control that in option "Check for missing sequences", in tab "Advanced Settings". The default is "If supported by database". You can change it to "Never" and that message will go away regardless of database you are using.
However, you can say: "but I'm using Firebird 3, which supports identity columns, why it's still requiring it". You are right, that was an issue in TAureliusConnection in which it was not making a distinction between Firebird 2 and Firebird 3. This has been fixes in TMS Aurelius 4.1.1, released 10 days ago. If you are not using latest version, just update it. If you are, then make sure you use "Firebird3" in SQLDialect property of TAureliusConnection component.