If that's the case, I don't think it should throw a warning even just skip them.
Removing the warning seems fine to me.
Then, in the actual export if some of these objects are referenced the
export would fail anyway (but they won't).
Of course it will fail to export anything that requires the missing object.
As they are unreachable, it will be hard to provide a ref that needs
it anyway.
On the other hand, I'm afraid that your file
'.git/hg/<remote>/marks-hg' needs consistent references to mark.
If a mark is removed, and then replaced by another object, can it
break somehow git-remote-hg ? If not, I can provide a simpler patch.
If it does, it will be more complicated.
Cheers,
Antoine