What causes this issue?

There are deliveries in the current order which have not yet been
allocated to a shipment. The information on these deliveries cannot be
called from the transportation info system. However, this has no
effect on deliveries already allocated to shipments.

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 deliveries to one or more shipments and restart the
transportation info.

Error message extract from SAP system. Copyright SAP SE.