When you get an error as the one below, this means that a capability that you used in one of the ad sets is not supported by the campaign type. In the case below, you can see that the messenger app is not supported by Reach and Frequency campaigns and therefore anything related to the messenger app should be discarded from the ad set mentioned at the end of the error. This might be a CTA button or maybe a placement.
So why does this issue occur? When you upload an ad set from library, it comes with everything it has from before, and it's not modified to match the standards of your new campaign. You should check it and do the modifications while uploading ad sets from the library.