One or more views are currently locked.
A view (read: image or preview) is locked by a process before it begins working with its pixel data. Locked states prevent other processes (including the core application) from accessing the same view concurrently. When the process terminates, it must unlock all views that it previously locked.
This warning tells you that a view is still locked when you attempt to exit the core application. This is an abnormal situation because it denotes that something is happening "behind the scenes" with an image, and you are about to terminate it in an uncontrolled way. The warning message is shown by PixInsight's self-diagnostics routines.
There are basically three causes for this error:
(i) The Real-Time Preview is still generating a preview image when you select File > Exit. This may happen sometimes with slow processes, but is unlikely to occur in practice.
(ii) A process is still running. Note that this is very unlikely to happen with a normal process because you are not allowed to exit PixInsight while a process is running. However, a script like MaskedStretchTransform can work without blocking the graphical interface, so you can select File > Exit while the script is still running.
(iii) A process has finished its operation, but has "forgotten" to unlock a view. This is a bug. It is not dangerous, although it should never happen. No standard process in PixInsight has this bug, AFAIK.
I'll take a look at MaskedStretchTransform to see if I can prevent this problem. However, if it happens again, all you have to do is waiting until MST terminates, or trying to abort MST operation. Or you can simply exit PixInsight, if necessary, as you won't break anything important (all images generated by MST are temporary ones so losing them doesn't hurt).