I'm guessing you're using lightGBM, because I got a similar warning about this "sklearn_tags"?

If yes, I think it has to do with the latest version of the package. Probably you may need to use the other API for using the package instead of the sklearn-like API. I haven't used the package for hyperparameter tuning.

yes I'm only getting it with XGB though

I wrote a custom wrapper for xgb which migh indicate that there is an issue with sklearn accessing the XGB interface for some reason

I've tried to update the package but the problem persists. check out the gthub for the source code to see if a solution was discussed in the issues tab.

Alternatively you can use a different api for hyperparameter tuning