[whpalmer4]

If you create a project with some actions, complete a couple of them, and then try to delete the project while in a view where you are only showing available or remaining actions (in other words, not showing the completed ones), you'll get this message. It's probably the most common reason for getting the message, though I wouldn't assume it to be the case and tell you to just go ahead and click OK!

If you use the built-in "All Items" perspective you should be able to do your cleanup without encountering this message.