OK, after doing some research, I found out that you can ignore the warning. If you list your kernel modules you will find this:
lsmod | grep conntrack
nf_conntrack_netlink 57344 0
xt_conntrack 16384 7
These are kernel modules that enable connection tracking within the kernel itself and facilitate communication between user-space applications and the kernel’s connection tracking system.
The presence of these modules enables us to use the conntrack utility, even in the absence of the conntrackd daemon. This is because the conntrackd daemon provides supplementary functionality which isn’t a necessity for the fundamental operation of connection tracking.
The link to the thread you have posted corroborates this understanding. As discussed in the thread conntrackd.conf configuration file, which is essential for starting the conntrackd daemon (*), is no longer provided in IPFire. Therefore, if you encounter a warning about the conntrackd daemon not starting, you can safely disregard it.
(*) this code is present in the startup script /etc/rc.d/rc3.d/S22conntrackd, the relevant part is posted below, if the conntrackd.conf is missing, the script will exit immediately before starting the daemon.
case "${1}" in
start)
# Don't attempt to launch the daemon when we have no configuration
if [ ! -s "/etc/conntrackd/conntrackd.conf" ]; then
exit 0
fi