While developing (i.e. before pushing to app store), you can ignore that error.
The problem that I eventually found was that I did not have debug app entitlements set up.
You'll need two files in the root of your project:
AppDebug.entitlements
AppRelease.entitlements
Those files need to contain the applinks:yoursite.com entries.
These files are populated when you add the capability in the "Signing & Capabilities" section in XCode. Be sure to fill in what you need to for the "All", "Debug" and "Release" tabs.