Hi Tommi,
You're right, TMG’s “Web Protection” feature is not used by UAG, so you do not need to worry about it.
If you want to get rid of the error messages, you can launch the TMG Management console, click on
Web Access Policy on the left tree-view, then in the middle pane, under
Web Access Settings, click on Malware Inspection: Enabled. In the dialog that opens, un-check the
Enable malware inspection option. Then, in the Definition Updates tab, set the update action to “No automatic action”.
HTH,
-Ran