How to reproduce:
1) Create a new HDRP template project
2) Create a new Scene
3) Open a "Game" or "Scene" window
4) Observe the console window (If no warnings are thrown, create a new Terrain object in the Scene)

Expected result: No errors or warnings are thrown
Actual result: "Detail rendering shaders not found" warning is thrown

Reproducible with: 2019.3.0f5, 2020.1.0a20
Not reproducible with: 2018.4.16f1, 2019.2.20f1
Could not test with: 2017.4.36f1(HDRP not yet available)

Notes:
1. Full warning message: Detail rendering shaders not found for the active render pipeline, falling back to default shader.
UnityEngine.GUIUtility:ProcessEvent(Int32, IntPtr)