That reads like a non-issue problem (a side-effect that doesn't really interfere with anything other than the nag anytime you exit vi).
What distro are you using and is there anything you have done to your system that is non standard? What I mean by that is have you compiled X by hand or vi by hand instead of using your distro's package manager? Does this only happen when you exit vi, or is it anytime you use the terminal? If this is exclusive to vi, then run:
(assuming vi lives in /usr/bin if not, whatever 'whereis vi' returns as it's binary location)
And see if any of the libraries are missing. Post back the results of 'ldd /usr/bin/vi' if you aren't sure.