I perfectly understand where you're coming from. This is one of the biggest annoyances I've had to deal with when trying to get to grips with the EF and, apparently, it's a very common issue.
The solution that worked for me was to open the EDMX with the view in designer mode and assign a primary key myself. It doesn't matter really what it is, as long as there is one. You right-click on the column you want to set as primary key and select Entity Key
(it's a checkbox option). You may have to exit and restart Visual Studio until this warning decides to go away.
I hope it works for you too. But even if it does, it's a short-term fix, as the next time you update your view, it will probably have the same problem. But as long as the above steps work, it should take just seconds to fix.
Also, here's some links you might find useful:
与恶龙缠斗过久,自身亦成为恶龙;凝视深渊过久,深渊将回以凝视…