I stumbled across this while upgrading to testing an thought it might
be useful for others. If you see this when upgrading exim4-config:

> DEBCONFsomethingDEBCONF found in exim configuration. This is most probably
> caused by you upgrading to exim4 4.67-3 or later without accepting the
> suggested conffile changes. Please read
> /usr/share/doc/exim4-config/NEWS.Debian.gz for 4.67-2 and 4.67-4

...remove all *.dpkg-old files under your /etc/exim4/conf.d/ directory.
Then re-run update-exim4.conf. That should get rid of the warning.

- Ryan