So... is it working? I think the -L flag is used with sendmail.. which isn't used, so there might be a boot script hanging around that is causing that.
As correctly indicated above, the "-L" option is a Sendmail switch.
The message implies that the default sendmail startup script is still running from /etc/rc.d/
To stop this message from showing just add the following line to /etc/rc.conf:
sendmail_enable="NONE"
(This only disables /etc/rc.d/sendmail
The Exim startup script at /usr/local/etc/rc.d/exim will still work )