Hi there,
I am no expert when it comes to TPM so please take what I say with a slight pinch of salt. But here's what I would do if I were in your position.
1) Windows says there is no TPM currently registered. Therefore, taken at face value, if you trust that, you have nothing at all to worry about. You can't go losing private keys if Windows hasn't stored any.
2) I suggest you check that there is no discrete TPM installed. They look like a little PCB sticking up from your motherboard. Check carefully and if you can't see one - then there is no discrete TPM and so nothing to worry about from the message. You can't lose data stored on the discrete TPM if there is no discrete TPM.
https://www.scan.co.uk/products/asus-trusted-platform-module-tpm-m-r20-141-pin-model-skylake-compatible
3) Particular cases to be extra careful: I would suggest additional caution if you have BitLocker or any other full disk drive encryption installed, any highly secure program which insists on storing its licencing or other data on a TPM, or if you have used this computer to generate important digital certificates. If you are not aware of any of these - or you are not aware of any of these are - then it's highly likely that it wouldn't matter even if you did lose TPM data. If you even had one in the first place which it looks like you don't.
Ultimately, I think you can safely ignore this message because Windows doesn't see a TPM. For extra peace of mind, you may wish to physically check that there isn't one attached to your motherboard. And if there isn't, worry not about "losing" any data (not) stored.
All the best,
Richard
