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I believe that is more of a warning than something that will actually prevent you from modifying the workflow scheme.
If you will notice this scheme is shared by 3 projects so be aware that modifying this scheme will affect all the projects it is shared with.
One thing you can always do to workaround that if you don't want to affect all of the projects would be to make a copy of the workflow scheme which can be safely edited as it isn't in use.
I hope that helps!
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