This is an error that was introduced with the last Lightroom update. The solution, for now, is to choose the option to open anyway and check the box to don't show again. Everything will function as it should and that error will be corrected with the next Lightroom update.
This is an acknowledged bug by Adobe which is affecting the latest update to Lightroom. It is expected that the will be corrected in the next update.
The work around in the interim is to select the "Don't show again' option then click on "Open Anyway" to have the selected photo open in Photoshop CC.