I don't know the exact reason for this error message to appear, but it looks like one of two case: material setup requires tangents and model/geometry fragment has no them; or material setup does not require tangents, but model is exported with tangents. In any case, model/geometry setup should match your material needs. Note, this error does not indicate geometry object (but probably should indicate a material), so all objects using problematic material should be inspected.
first of all, you can't explicitly specify whether your game material is bump-mapped or not, the filter will determine it using material setup options. if you've assigned a shader that has BUMPMAP in it, the exported material will be bump-configured, and tsnmap, tsnmap16, tsnmapuv, tsnmapuv16 will appear in material file. You should manually check availability of such a material version for a given shader, as some of game shaders actually offer bump-mapping and most don't have this option.
second, if you don't use bump-mapping on some specific material, I suggest to make a test export with tangents disabled on all scene objects (select all objects, properties -> mesh -> vertices -> format -> tangents = off; apply). Then export and test in game. if everything is ok, start enabling tangents on objects that actually need them and make test export on each iteration.