“Destination URLs are not tagged properly” error in Google Analytics

Question

I am getting the below error in Google Analytics, suggesting I do not have the correct tracking code on my site, though I do. I'm using cookies-eu-banner, and have the below code on my site.

What could be causing this? If I visit the page this is logged in Google Analytics in the real time view, so it seems to be working but the error suggests something is awry.

Code

new CookiesEuBanner(function () {
    (function(i,s,o,g,r,a,m){i['GoogleAnalyticsObject']=r;i[r]=i[r]||function(){
    (i[r].q=i[r].q||[]).push(arguments)},i[r].l=1*new Date();a=s.createElement(o),
    m=s.getElementsByTagName(o)[0];a.async=1;a.src=g;m.parentNode.insertBefore(a,m)
    })(window,document,'script','//www.google-analytics.com/analytics.js','ga');
    ga('create', 'MYTRACKINGCODE', 'auto', {'allowLinker': true});
    ga('require', 'linker');
    ga('linker:autoLink', ['subscriptions.thestage.co.uk']);
    ga('require', 'displayfeatures');
    ga('require', 'linkid', 'linkid.js');
    ga('send', 'pageview');

    …other tracking code…
 }, true);

Error

The Ad Destination URL https://www.MYSITE from the AdWords account MYACCOUNT has accrued a significant number of clicks but a lower-than-expected number of sessions because the page is not tagged with a supported version of the Google Analytics tracking code.

If your pages do not include a supported version of the Analytics tracking code, then Analytics cannot collect data for those pages.

To find the right tracking code for your property, on the Analytics Admin page in the Property column, click Tracking info, then click Tracking Code.

Google Tag Assistant Recordings can help you ensure that your tracking code is sending hits as expected.