Hi @Fabian Woldsen,
in general we do not use the Hotfix feature, therefore we do not see this message. But I remember this from when I tested hotfixes initially.
@Lars Peterson: This message is totally normal at this state and you can read about it here: Best practices: Branching projects (at the end of the section "Use a branch to hotfix Prod")
The warning message occurs because the production is currently based on the hotfix. As long as the production build is the hotfix-build, you cannot close the hotfix branch. In order to be able to close the branch, you would need to do a regular promotion from STG to PRD. In order keep your hotfix changes in the new build, you can merge the hotfix-changes to the trunk. The next Promotion will then create a new build based on STG, including the hotfix changes. As soon as the now build is promoted, you can close your hotfix branch.
I hope this clears it up for you. Best regards, Kevin