That's not critical, but a bit unexpected and can mislead.
Suppose we have an action (with condition "Trigger value = PROBLEM" only) with Recovery option enabled with one operation for Admin user.
The Admin user doesn't have medias in his profile.
In this case:
Recovery(Ok) alert will NOT be created at all and that's wrong.
Problem alerts created correctly.

If action does not have conditions and Recovery option is disabled then all is fine - both Problem and Ok alerts created and they become "No media defined for user "Zabbix Administrator (Admin)"", as expected.

Reproduced on latest 2.0 and 2.2