Collectd:stat (/etc/collectd/conf.d) failed: No such file or directory

Hello ! I have collectd and luci-app-statistics and is working fine. Only, I get the following error message:

Thu Apr 14 02:00:00 2022 daemon.err collectd[29617]: configfile: stat (/etc/collectd/conf.d) failed: No such file or directory

I think this non-existent file is being looked for because under the collectd Settings there is an entry:

Directory for sub-configurations: /etc/collectd/conf.d

I don't know what "sub-configurations" for, it was there as I installed this program, and I am afraid to touch it, because aside from the error message, everything is working fine. Is it something that would be created when it's needed, that I should just leave it this way till that happens, or should I change it to a proper location?

I would appreciate your hint! It's not that urgent, since everything is working fine, and the error message comes just once a day, just one line.