In my project, I use camera stacking with different URP Render Assets in my project (Primary Renderer and Weapons Renderer) and the Post-Processing object is displaying a error message about adding the CRT effect to the primary renderer when  it has been applied to the second camera renderer.  

If I were to apply the CRT filter to the main URP asset, the CRT effect won't apply to the Weapons and there doesn't seem to be any problems outside of the message so can I ignore the message?

I think you can ignore the message - I assume everything looks right in the Game View? I'd also check in builds just in case, but if the feature is attached to your Weapon Renderer then it should function okay on just that renderer.

When I added that error message, I intended it to help most users who probably only use a single renderer in their scene, but I'll think about how to handle cases where you're using multiple cameras because currently it's evidently a bit confusing.