This message is showed because the ldap server does not have mail attribute indexed.
To create an index for that attribute create a file with this content:
file mail_add_index.ldif
dn: olcDatabase={1}hdb,cn=config
add: olcDbIndex
olcDbIndex: mail eq,sub
Now, simply add the index with the following command:
# ldapmodify -Y EXTERNAL -H ldapi:/// -f mail_add_index_ldif
SASL/EXTERNAL authentication started
SASL username: gidNumber=0+uidNumber=0,cn=peercred,cn=external,cn=auth
SASL SSF: 0
modifying entry "olcDatabase={1}hdb,cn=config"