Wordpress: MyISAM Database Engine Error after update
Yes, you can change the engine but they are temporary tables so will disappear soon - and more will appear.  

It is a warning rather than an error.  The data integrity message is intended to relate to the permanent tables, not these temporary ones. Since your permanent tables show as InnoDB you can safely ignore this message.

I've logged this here: https://lab.civicrm.org/dev/core/issues/591