I'm glad you were able to resolve the issue. Run this way for a few days and if you're satisfied that things are copesetic, please return, post an all-clear update and mark the thread as solved.
Short answer: no I wouldn't be concerned.
I get those types of dialog warnings too - normally on NTUSER files. I'm not familiar with references Benchtop monitoring and diary files so I can't say for sure.
Some OS and App files are protected in the registry. The dialog is only telling you that it can't access the file, not what the security already is - so it might already be set to the appropriate sec level.
If you weren't experiencing issues with the App associated with those files before, then since you could not change the security, I wouldn't expect any difficulty going forward. To ease your mind, run whatever App(s) access those files and if you have trouble - post something.
PS: for future reference. It's great that you post screenshots, but it would be very helpful if they were a little more readable. Try posting individual screenshots that are pertinent to the issue. The forum automatically manages images and large ones become too small to read. luckily I know about magnifiers - lol