Not at all, thats a security check phpBB does to ensure that the user did erase those folders. From the moment you get that out of the way, your board is up.
There’s no way phpBB would get you that message if those folders aren’t there anymore.
Maybe you saw an offline version… try refresh or even empty browser cache, close browser then open and check again.
Save $50 dollars off on yearly plans with this promo code when you sign-up! -> [color=#CC0000]50CASH[/color]