If you double click on that error, Studio Pro will take you to the microflow, page, etc. that needs to have user roles assigned. In the Properties pane, select the user roles that should be able to view the page, run the microflow, etc.
It is as Mike mentioned.
Any microflow, page, nanoflow that is used has to have an access rule defined (a module role has to be assigned to it) for it. This is applicable only when that microflow/page/nanoflow is accessible to the user. This means that it has to be connected to a navigation, public service, homepage in order for this error to appear, and this is also applicable if the microflow/page/nanoflow is connected to a page that is accessible to the user.
Think about it this way, how can you have a microflow/page/nanoflow that at least one user should be able to access (because it’s linked to a button on a page, a menu item in the navigation, etc...), but the user can’t because of access rules.