LINGO has the capability to reformulate certain nonlinear expressions so that they become linear, while maintaining mathematical equivalency to the original model.  This linearization option is only available on deterministic models.  If you enable the linearization option on SP models, you will receive this error message.  An option is to enable the global solver instead (assuming your license allows for this optional feature).  If the SP model can be completely linearized, the global solver will realize this and perform the linearization, thereby allowing for a globally optimal solution.