apt-get install linux-image-extra getting "W: mdadm: /etc/mdadm/mdadm.conf defines no arrays."

This warning is normal. Ignore it.

update-initramfs needs to figure out what kernel modules will be needed to boot your system. In this case, it's checking whether the RAID modules will be needed, by running mdadm to check whether your root filesystem is on a RAID array. Since you don't have any RAID arrays at all, mdadm prints a warning -- but this is OK, because update-initramfs has found what it needed to know.