Explain "Continuing without loading module from filesystem"

[Nuru]

When I run Rover by feeding it a JSON plan, I get a lot of log output like this:

Continuing without loading module from filesystem: <module address>

• What does that mean?
• What difference does it make?
• How do I fix it?

[baizon]

• A (child) module ("module.") could not be loaded from the filesystem.
• That module with an error is skipped
• Check the module and the filesystem for any inconsistencies