When you receive this message, it means that the person you are responding to has blocked third party software to contact this account.
Blocking third party software for Facebook is done by going to Facebook settings -> apps -> apps, websites and plug-ins. If this setting is set to 'disabled', users can only contact you via Facebook itself.
Since this is a Facebook privacy setting, we cannot alter this in MI Connect. To contact this kind of users, please answer their messages on Facebook itself.