I took a closer look at the message (picture is a bit small for my old eyes, by the way) and I do feel that the error message pops up because Primo tries to access the external SD to write on it.
As I wrote before, I have in my sys.txt

android_secondary_root_path = "/storage/extSdCard/iGO"
content = "/storage/extSdCard/iGO/content"



The name "extSdCard" points to the external (physical) SD on my s4 mini.

The save folder and the sys.txt should be in the main folder in internal memory. Are they? Then why you get the pop up pointing to "extSdCard"??
Maybe you took the wrong APK or started the APK from SD (and I from internal memory)?