This is not an error. It is a warning telling you that you have asked LightBurn to do something it can not do.
‘Fill’ (scanning across a shape) requires the shape to be a closed object, meaning there is a defined set of connected boundaries that make up the given shape. If the shape is not closed, LightBurn does not know where to start and stop the cut for the filled object.
Depending on the shape, you can select all elements of the shape and select Alt-J to auto-join the paths (or from the menu: ‘Edit’→’Auto-Join selected shapes’).
And remember, ‘Preview’ is your friend and can save on wasted material costs. 