It's not possible to delete a channel manager category mapping until the space category has also been removed from all of the channel manager's rate mappings.
If a rate mapping still references a particular space category, you get this error message when attempting to delete the category's mapping.
To delete the channel manager category mapping, ensure that all channel manager rate mappings have been checked and the reference to the space category has been removed.
You can learn more about Channel Manager mappings here.