Adobe AIR lets developers choose how their apps integrate with the runtime.
1) "Shared runtime" is when Adobe AIR is installed separately from your AIR app, and multiple AIR apps all use the same runtime.
2) "Captive runtime" bundles the runtime with your AIR app, making it completely standalone.
Adobe used to support the shared runtime for AIR apps on Android, and this was the default when packaging an app for a long time. However, at some point, they removed the shared runtime from the Google Play store, and they required all AIR apps on Android to use captive runtime instead.
NOTE: The application has been packaged with a captive runtime.
This message is normal, and you don't need to do anything.