You cannot assign exception any plan to exception setup transitions

What causes this issue?

You cannot assign a plan to an exception setup transition (setup
transition between setup keys).

System Response

The system issues an error message and will not allow you to continue with this transaction until the error is resolved.

How to fix this error?

Assign the plan to a setup transition between setup groups.

Procedure for System Administrators

&note&
During the creation of setup or clean-out orders in campaign planning,
the system creates a setup or clean-out order using the plan defined in
the setup transition and substitutes the sequence-dependent setup
activity at the start of the campaign.
You can only use setup keys to characterize setup statuses within a
campaign; these cannot be substituted by setup or clean-out orders.

Error message extract from SAP system. Copyright SAP SE.