Short answer: This error message is coming from Tomcat and you probably don't need to worry about it unless you see it while developing a P2 plugin or find that JIRA won't actually shut down when asked and you're having to kill the process.
Like other servlet containers, Tomcat has mechanisms for managing what applications are deployed to it with the intention that you might change this on the fly. For example, you could have a single tomcat instance with both JIRA and Confluence served by it, then add Crowd to that already running servlet container.
In practice, it is very hard to make that idea work, and the lack of operating system level isolation between the applications in the container means that an outage for one could easily take out the others, so Atlassian applications normally deploy as all-in-one standalone distributions with a Tomcat instance all to themselves, and we don't recommend changing that.
As a result, we don't actually deploy JIRA or any other application in a manner where it would matter if a thread local isn't removed by JIRA shutting down, because if you are shutting down JIRA then you are shutting down Tomcat, too, so the "leak" is not going to matter. However, the warning could be a symptom of two other related problems that you might see:
So if you are a developer of a P2 plugin and your own plugin seems to be involved, you should investigate. Try doing 5 imports in a row and check what threads are running. Always name the threads you spawn to make it easier to identify their source if they cause any trouble.
If none of that applies to you and you aren't experiencing any trouble shutting JIRA down gracefully, you should most likely ignore the message.
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