You should implement 301 redirects from your old pages to their new locations. It's sounds like you have a fairly large site, which means Google has tons of your old pages in its index that it is going to continue to crawl for some time. It's probably not going to impact you negatively, but if you want to get rid of the errors sooner I would throw in some 301s. \
With the 301s you'll also get any link value that the old pages may be getting from external links (I know you said there are none, but with 200K+ pages it's likely that at least one of the pages is being linked to from somewhere).