@ManolisFr if its an unmanaged device then you'll likely be having the same issue I described for the MX64. If the Synology is using both its NIC MAC addresses, but only a single IP address then you will be seeing the same IP with two different MAC addresses, which triggers the alert on the MX. Have a look at the MAC addresses that the MX is reporting in the Event Log alerts and see if they match the MAC addresses on the two NICs of the Synology.
Unfortunately, there may not be a solution to this one. If you're using Synology's Adaptive Load Balancing this may just be the way it works. Your solution may be to either live with the error, unplug one of the cables from the Synology (i.e. break the network bonding), or to purchase a switch that supports LACP and use LACP for the link aggregation.