This is expected to happen if you are using an old Coursier version.
This is because earlier versions did not support installing native packages, so it defaults to the old runner JAR.
Blockquote
[warning] To update to the new Scala CLI runner, please update (coursier, cs) commands first before re-installing scala.
Do note that this is also explained in the actual warning you are getting.
Should not happen on Coursier 2.1.10 or above.