Isso me preocupou também. De algumas pesquisas sobre a página do GRUB Arch Wiki :
Warning when installing in chroot
When installing GRUB on a LVM system in a chroot environment (e.g. during system installation), you may receive warnings like
/run/lvm/lvmetad.socket: connect failed: No such file or directory
or
WARNING: failed to connect to lvmetad: No such file or directory. Falling back to internal scanning.
This is because /run is not available inside the chroot. These warnings will not prevent the system from booting, provided that everything has been done correctly, so you may continue with the installation.
Parece que não há necessidade de se preocupar.