This happened to me, in AMS transferring from UA to SK, got the same message, just walked over to the transfer desk in AMS and BP was issued immediately. I find this also happens sometimes UA to LH in FRA or MUC, again I just go to transfer desk and get the BP. I find it not a big deal, but the ad's by the airline for code sharing about seamless travel is definitely not true.
If UA won't issue the LH BP you can avoid the transfer desk by doing OLCI directly with LH.
However, on my last UA-LH connect UA was able to issue the LP BP with no problem, and LH actually accepted it as is. In the past they've always wanted to reprint it at the lounge/gate wherever I was connecting.
UA at AMS has always been spotty for OLCI, even for a UA flight, but since I generally stay at Schiphol my last night I just stop by the chicken and print it the night before. Usually works, but seemingly randomly sometimes it won't.
I've had very bad luck with LH checkin on an ITIN booked on 016 stock. Neither OLCI or the machine at the airport works, so I need to go to an agent who then seems to spend more than the usual amount of time typing away.