This error does not get suppressed by Set Error Capture and I wish it did. Frankly, FileMaker handles error conditions in a very inconsistent fashion.
For More Information see: Error Capture
This is one of many acknowledged bugs that can be found in the Known Bug List thread here in the Report an Issue section of the forum.
It can also be downloaded as a database file from: https://www.dropbox.com/s/jt09b82i0xijbu3/FMP%20Bugs.zip