It's possible in this situation that your current config is not syncing correctly, thus displaying this message.
If your application plan has access to Collection pages and this message is still showing, you can troubleshoot further by clicking the "Sync Themes" button (at the bottom of the Search Options tab). To be extra safe, you can download a zipped backup of your theme before clicking the button. In this way, you have a carbon copy of the theme prior to syncing.