To understand this warning, we first need to understand how the Angular build works.
First, the TypeScript build needs to run. During this step, with the settings in the tsconfig.json, your TypeScript code is being compiled into JavaScript. If you set target to ES6, prior to Angular 15 the TypeScript build would produce ES6 code.
Afterwards, Angular uses Babel to make the generated JavaScript code backwards compatible to older browser versions, see the docs. It goes through the browserslist configuration to get the list of browsers which you wish to support, and will add polyfills for missing features, if necessary.
Back in the days when Angular supported IE11, this was a lot more complicated. At one point the Angular CLI even generated an extra bundle just for IE11, this was called differential loading. But now that Angular dropped support for IE11, they can simplify things again and move toward modern bundles, which is probably the reason for their changes in v15.
So in my point of view, there is no good reason to set the target in your tsconfig.json to such an old verison like ES6. The modern browsers support way more EcmaScript features now, and using a more up to date EcmaScript version will make your bundle size smaller. Babel will polyfill missing features anyways, so you don’t have to worry. Just set the target to ES2022 like they suggest.