Apparently incorrect "My Passport Ultra target missing" message

I have just purchased a new “My Passport” for my Windows 10 Computer. It seems to be backing up my files just fine except that every time it does a backup I get a quick message stating something like “My Passport Ultra target missing.” When I have checked the backup appears to have been done perfectly. Is there some way I can get rid of the message?

How are you backing-up your files? Do you use WD SmartWare, WD Backup, or the built-in Windows 10 backup app?

WD Backup