I haven't gotten that message myself but while trying to solve other problems for the past week, I've stumbled upon that question a lot, in EA forum and elsewhere. For what I've gathered it can be one of three things:
1. Your sim is in a group and is romantically involved one of the group members, thus they want to be alone.
2. Because other sims in town can form groups on their own and while doing so, encouter the "three is crowd" situation with their own romance interest.
3. It's a game glitch.
If anyone knows better answer, then please corret me.