I've been using NixOS with sway lately and I get this same error message, but I just click 'ok' and proceed to use the application regardless of the error message. I think VMWare Horizon/View is just not detecting the X emulation ability of wayland correctly. I don't think I should answer though, because my experience isn't on Ubuntu. Thoughts?
https://askubuntu.com/questions/1442642/x11-display-server-protocol-configured