On the DJI RC flight records are stored in internal memory only.
Adding an SD card makes no difference.
When you connect the DJI RC to a (windows) computer you will see the flightlogs stored in "Internal shared memory"
To sync your flightrecords to DJI (the cloud) you have to enable "Auto Flight Record Backup" in the "Flight Data Center", AND the DJI RC has to be connected to the internet.
Then this message should never appear.
If you don't want to sync your flightrecords to the cloud (DJI),
preserve all your flightlogs by copying them regurarly to an external device like your computer or SD card.
However you can NOT copy them back to the DJI RC !!
Then delete some to make room again.
You can copy them to a smart device (phone/tablet) and then view them all in the DJI Fly app installed on that device.
These are the folders where you should copy them to:
\Phone\Android\data\dji.go.v5\files\FlightRecord
\Phone\Android\data\dji.go.v5\files\FlightRecord\MCDatFlightRecords
Smart devices have plenty of storage room to store all your flight records for years to come.
I don't know how to do this on iOS devices (if possible).