This happens when you attempt to make the extension e-file on a return that does not have an 4868 Extension form loaded.
To resolve this problem, open the return, and then go to the Main Info page. The return must have a 4868 form loaded and checked off. Verify that the return is marked for "extension" and not "tax return" in the PIN section.

Solution Articles:
Extension - Form 4868
Extension - Form 4868
This information applies to all years of the UltimateTax software.