I have never seen this but I suspect it is because you have to fly XXX-YYY before you can fly the return YYY-XXX flight.
I have been unable to check in online for my flights due to multi segment MR's but I've never received a message so specific. Though I suspect that I had the same underlying cause that you had. My error messages have only said "unable to process your check in online. please see an agent or kiosk at the airport"
P.S. Whenever I am unable to check in online, the kiosk is also of no help so I recommend you proceed straight to the check in desk and speak to an agent.