Filtered aliases warning - cannot have more than one for same index?

I have the following WARNING level message in my Elasticsearch 6.8 logs (index names are made up):

More than one (4) filtered alias found for same index (myindex-2012.12.12). This is currently not recommended. Aliases: [myindex-test, myindex-sandbox, myindex-live, myindex-nonlive]

The filters are very simple match queries like environment=test or environment=live.

The official documentation states that:

Aliases with filters provide an easy way to create different "views" of the same index.

So filtered aliases is a feature that's not really recommended?

Can I have problems when in a month I have the same four filtered aliases, e.g. myindex-test, ... pointing to 30 daily indices?

Even though we are in the process of switching to rollover indices, but I'm still bothered by the warning and in the dark whether this have performance consequences.