This is a bit of a special case:

the error regarding the unsuccessful configuration is thrown before the actual package execution, since you are still configuring the package.

This has the consequence that the package will still run successfully and that no OnError event handlers will be called. However, if your package is configured with standard logging and the OnError event is enabled on the package level, error log messages are logged to the system table [dbo].[sysssislog].

(for some reason, if I run the package in BIDS, the error is logged twice, if I run the package on the server through a job, it is logged only once. Strange)

Anyway, my point is that it doesn't fail the package, but there is a trail. The warning is justified, as you are trying to configure something that isn't there. As far as I know, you can't surpress it, unless you disable the logging of the OnError event on the package level, but I'm afraid you'll surpress a little too much.

So, either you live with the warning/error, or you make a second configuration filter for the case when there is only one connection.