Easy question first:
The error message doesn't appear to mean anything - just click "OK" and it works fine for me.
As for the conversion of the brushes and artwork, it's a little more difficult.
In Illustrator, (on my test), the strokes all got a generic brush applied. To get a better brush, I just clicked the stroke path, then selected a new brush.
If you use Adobe Brush (mobile app), then you can design your own brushes and port them over to Photoshop or Illustrator.
There are some things I didn't expect with Adobe Brush in Illustrator that I hadn't experienced in Photoshop and using with Sketch/Draw
The Brush behaves differently in the applications, so when you're in Adobe Brush, there are buttons to help you see how it will look in different applications.
I can't figure out how to get my "BASIC" brush library to sync with my CC Illustrator brush library. I probably shouldn't have saved my brushes in there?
If you plan for a workflow from Sketch to Illustrator, Save your brushes in a custom CC library (on your iPad), then the answer is: kind of.
The brush for Sketch behaves a little like Illustrator brushes, but it appears to be a png or other bitmap.
The brush for Illustrator is made of vector art.
You can't save two. I can't figure out how you can duplicate it, but you can edit it back and forth, and save it.
In Brush, create your custom brushes for Sketch.
Make your Illustration
Send your Illustration to Illustrator
Go back to Brush, convert your custom brushes for Illustrator
go to Illustrator, convert your artwork to outlines
in Brush Library, download and apply your custom brushes.
It is NOT optimal, but it works.
Thank you so much for your detailed and helpful reply!
Your suggestion to work things around is valuable, I think it will be great for more simple design or drawings.
However, my style of drawing is sometimes quite complicated like below (I made it with Adobe Line on my iPad )
So it would be really time consuming if not impossible to follow your suggestion to turn each and every separately stroke into vector! I know may be the design of Adobe Line is not for drawing such complicated work, but I really love the effect and brush strokes created with such a simple, quick response and user friendly app!
How wonderful if I can send this drawing to illustrator and within a click it will all turn to vector! If it is possible one day, it will be a real game changer!