Console warning/error after upgrading to macOS Catalina: HelveticaNeueDeskInterface-Regular

I just upgraded to macOS Catalina (10.15.2) and got this in the Corona console at start-up:

CoronaConsole[2407:110164] CoreText note: Client requested name “.HelveticaNeueDeskInterface-Regular”, it will get Times-Roman rather than the intended font. All system UI font access should be through proper APIs such as CTFontCreateUIFontForLanguage() or +[NSFont systemFontOfSize:].

I do not use any version of HelveticaNeue in my project so I suppose this comes from Corona itself. I did some googling and it seems that it could have something to do with the default system font in macOS but I have no clue what to do with it.

Any ideas what it could be and how to fix it?