It appears in the section “External links” when editing an entity.
For example, Jamendo offers both download and streaming. It used to have “download for free” relationship type auto-selected only. Now it has both “download for free” and “free streaming”. If you enter a new Jamendo URL, it’s fine, both are auto-selected. But if you edit a “download for free” relationship to pre-existing Jamendo URL, this error message will show up.
This message is way too vague, that is why it is planned to be replaced with more accurate explanations; See MBS-11899.
For example, it could show up to make impossible to use both “purchase for mail-order” and “purchase for download” to link a release to the same Amazon URL. But Amazon has its own relationship type for now.