I would think you could just do:
mkdir -p /lib/modules/5.14.0-570.55.1.el9_6.x86_64/weak-updates/and be done with fretting about the warning.
On my system, I have three different dir versions in /lib/modules, but the newer versions of the dirs's weak-updates subdirs just contain symlinks that point to the contents of the oldest dir's weak-updates dir.