Conditional dropdown - what's the error

[ltjbsa]

I have a multi-level conditional drop down in my app (a Little League evaluation app):

Select the Group --> Select the Coach --> Choose the Player ID. 

For the second step, I do not know why I am getting the warning sign next to the coaches names. See screen recording: 

 

Mousing over does not give me a warning sign, and I see no other warnings elsewhere in the App Builder UI. Would appreciate any suggestions people have.