This warning appears to be related to the new forms engine, which is not yet fully consistent in certain special cases involving countries such as Japan, whose association to Horizon Europe is limited to Pillar II.
For the purposes of the MSCA Postdoctoral Fellowships, Japan is considered a Third Country. Therefore, a Japanese associated partner is eligible to host the outgoing phase of a Global Fellowship. The warning is not blocking, and applicants can proceed with the submission after providing the requested justification. The budget should be calculated correctly, as Japan is correctly recognised as a Third Country in the budget section of the application form.
At this stage, it is recommended to proceed with the submission despite the warning.