We've started to clean up some of these warnings, but haven't fully gotten through them all and it's not merged yet. If the piece of copy expects a conversion, then it's not really an issue if it's implicitly converted, but it's generally shown as warning, because implicit conversions are quite an issue in C++, when you don't want it, but the compiler would just (silently) convert it.
Until this is fixed, the only workaround you can get is, to set the SFML headers as "system" headers, which won't trigger warnings.