If you are getting an error message: "This concert contains plug-ins that add output latency. This will cause a longer delay between audio or midi input and audio output" you can go ahead and select "do not show" and "ignore".
MainStage has a pretty specific formula for when this specific message is displayed and it doesn't relate to CPU usage specifically, but rather latency introduced. Any concert that uses the pitch shifter plugin to create a shimmer reverb or for octave generation will generally see this notification as the pitch shifter plugin does not track very quickly.