DIAGNOSIS The machine didn't register the filter reset procedure, or the filter you installed isn't a genuine Dyson filter with the correct RFID chip.
FIX First, do a manual filter reset. With the machine on, hold down the "Filter Reset" button on the remote (it looks like a WiFi symbol with an arrow) for about 5 seconds until you hear a beep. The filter life indicator on the display or in the app should reset to 100%.
IF THAT DIDN'T WORK Power cycle the machine. Unplug it from the wall for a full 2 minutes, then plug it back in. If the message persists, you likely have a non-genuine filter. The TP07 uses an RFID chip in the filter packaging to authenticate it. If that chip is missing or wasn't scanned by the machine during installation, it won't recognize the filter.
HEADS UP Third-party filters are cheaper, but they often cause this exact problem and can let finer particles through, messing with your air quality readings.