The message is only a warning and will not actually impact access to the EEM UI. CSRF Validation has been added in EEM to address the Cross-Site
Request Forgery (CSRF) vulnerability. So, with EEM UI, URLs are embedded with CSRF code which is unique for each session.
The CSRF code in the request (URL) is validated against the one from the session.
In the case when trying to redirect using a URL which doesn't contain a CSRF code, that results in Validation error, which is expected.
A refresh of the browser should resolve the error.
If a refresh of the browser does not resolve the issue, it is possible that the system variables for DXHOME and EIAM_HOME are missing.
Export (Unix) or add (Windows) those system variables
For example, Unix:
DXHOME C:\Program Files\CA\Directory\dxserver
EIAM_HOME C:\Program Files\CA\SC\EmbeddedEntitlementsManager