This error appears when there are multiple validation errors on screen. You can click the "show next error" to move focus between the errors. I think this was introduced in 7.1.8 and appears when using UI-Kit 03-01-01 or newer.
I am not sure how exactly to disable this, but you can customise the text via the Show next error field value:
If I update my applciation to use UI-Kit 02-01-01 then I no longer see this, but I am not sure exactly where in the new code this is configured.
This has been configured in the pzpega_ui_layoutgroup.js file. The below piece of code is responsible for displaying the show next error.
I made some alteration as below in this code and tested the same. The show next error was successfully removed. I was able to display only the message "Error" as desired even in presence of multiple errors.
But since this rule is a Final rule. You would not be able to make changes to this rule.
If it is a necessary business requirement, then I suggest you raise an SR for the same. If not, then it should not be much of a problem.