Limiting by asset number and server group is not allowed

What causes this issue?

You are not allowed to limit by asset number when using parallel
processing on server groups, since distributing the load to several
application servers does not reduce runtime when you select by asset
numbers.

Procedure for System Administrators

You should choose either selection by asset numbers or the use of a
server group.
Selection by asset numbers:
When you select by asset numbers, you limit the report to a part of the
asset portfolio. In this case, it is not necessary to distribute the
assets being processed to several application servers. The transaction
is performed within a single work process.
Server group:
If you want to process the entire asset portfolio in the report, then it
makes sense to enter a server group. The server group determines which
application servers can be used for the transaction. As a result of this
parallel processing, the load is distributed to several application
servers, which normally reduces runtime.

Error message extract from SAP system. Copyright SAP SE.