You are sharing a web layer and have chosen to reference registered data. However, the data source of the layer, or data that is joined or related to the layer, is not registered with the server. The data must be registered before publishing because the server does not allow data to be copied to the site.
Solutions
Do one of the following:
Register the layer's data source with the server.
Hover over the analyzer message. Click the Options button
that appears and click
Register Data Source With Server. On the Add data store dialog box, complete the required information, and click Create. Note:
If you do not have the privilege to register data stores in your ArcGIS organization, a message to contact your organization administrator appears. Your administrator can assign you the privilege to register data stores or can register the data store for you.
The option to specify a server database connection does not support SQL Server databases using Azure Active Directory Universal with MFA. For more information, see Microsoft Entra ID options.
If the server is federated with the portal, view the registered data stores and add a new data store.
Hover over the analyzer message. Click the Options button
that appears and click
Open Manage Data Stores Pane. Click the Add button 
and choose the type of data store the web layer will reference data from. On the Add data store dialog box, complete the required information, and click Create.- In ArcGIS Server Manager, change the data store setting to allow data to be copied to the site when publishing services. You must be an administrator to change this setting.
Additional information
By default, ArcGIS Server allows data to be copied to the site when publishing. However, an administrator may disable this setting to prevent data accumulation, or to encourage sharing web layers that reference data from registered data stores.
For more information, see Disable automatic data copying when publishing to ArcGIS Server, Manage registered data stores, and Analyze your GIS resource.