After much troubleshooting, I was able to avoid this warning by making sure all files in my directory were free of syntax errors.
It seems that this warning is to tell you that the file couldn't be checked for code coverage because it contains syntax errors. In my case the wrong file name was reported due to an apparent bug in Matlab.
By clicking the link in the warning output, and inserting a breakpoint in createFromCodeCoverageCollectorData, I found that the file name that is reported in the warning is not actually the file name that is invalid. The actual invalid file has a syntax error, so that its code can't be checked. But the warning refers to a different file name. I'm not sure why the invalid file was even being checked, because it's not called by the test runner or any classes/functions being tested. But it is in the same directory with files that are being tested.
In my case, the invalid file was element 8 in codeCovDataObjImpls, but was item 7 in staticData. Further investigation revealed that I would not have this problem if I didn't have a .mlapp file in the directory. The .mlapp file appears in codeCovDataObjImpls but not in staticData. All files after this one have mismatched indices, which is why the wrong file name appears in the warning message.
The bottom line is this: if you have an invalid file in the directory with files being checked for code coverage, you'll get this warning. If you also have a .mlapp file in the same folder, then the wrong file name may appear in the warning statement.
