In case it helps, with Studio Pro 10.3 we have improved the index Best Practices (MXP003, MXP007, MXP016) to allow for attributes that have a unique constraint.
The performance bot only checks if you have added an Index rule under the Indexes tab of an Entity. Its sadly not smart enough to understand that a Unique Constraint is already an Index. I would just ignore/suppress the rule. Would be a nice upgrade for the bot though, you could make a post in the Idea forum.