You will need to check your Background Proteome settings in the Peptide Settings - Digestion tab. You can read more about setting up a background proteome in the Targeted Method Editing tutorial (
https://skyline.ms/tutorial_method_edit.url). It seems you must have set one up, but then deleted or moved the file. You will need one to check peptide uniqueness throughout your entire sample matrix. If you just want to resolve uniqueness within your target list, you can use Edit > Refine > Remove Duplicate Peptides.