Mine said the same thing… I just rely on the AC ground. It’s common to the chassis / grounding lug of the machine.
I think it is best practice not to have a secondary ground rod for a branch circuit from your already well grounded panel.
I’m not worried about what my Chinese machine specified. Similarly, i sure as hell didn’t trust, use, or maintain any of the wiring to those universal outlet fire traps on the machine. Lol.