I have a performance with half the rigs having no output....... these may have been copy and pasted ...and have this message on the screen.
Direct output to loop.
The working rigs don't have this message.
I couldn't find anything in the output menu to remove this?......thanks for any tips as I'm sure I'm looking in the wrong place. 
I am using my main outs.
Looks like I just deselect the assigned loop button!