I was thinking of a screenshot showing me your targets with the Decoys node expanded to show the decoys. Maybe a decoy selected to show it has chromatograms and peaks. i.e. Prove Skyline has lost its mind and the message provides no useful information.
That is a totally normal error message in the case that you have no decoys. To better understand why you and Skyline disagree on the presence of decoys, we need to start digging into the actual presence of scorable decoy peaks, whether they are present, and if so why Skyline thinks they are not.
If you are getting this message because you added decoys after importing DIA data and so didn't actually get any decoy chromatograms and peaks to score, then I can still consider this a bug that required a clearer message, but you won't want to wait for a fix to that to continue down a path that actually works. In fact, I feel fairly certain that there is a workaround and that the quickest route to get you to what you want is to figure out how you ended up where you are currently and come up with the necessary steps to get you on the path that actually works in Skyline.
I agree, the message could be more helpful in directing you to the problem.
P.S. - Is this DIA data? Or some other kind of acquisition method?