I had posted an issue about that, but Gábor replied with a good explanation about why watchdog() should only be given the untranslated (that is, English) error messages. Basically, for watchdog messages, we don't know what language to translate into when we call watchdog(). It's not until Drupal has to display them are they translated.

And since people are going to try to do silly things like I did in that issue, that warning will probably not go away. I think we just have to accept the error and move on when we store error messages from 3rd party systems. Either that, or provide a giant library of all error messages as literal strings whenever we want to put them in watchdog().