This email will not be filed, since the thread is set to removed.
Cause
The email is part of an email thread, where the first/original email has either not been filed, or has since been deleted from FYI, for example, when replying to an email.
You can now try filing the other email in the thread, and confirm the error is no longer displayed. Refer to Managing Emails from Outlook.
To prevent the issue from reoccurring, consider utilising the Email AutoFile feature to automatically file emails based on your preferred configuration settings.