This appears to match a string in the pzPega_Feedback Text rule.
Reading the logic there it would appear this is always drawn unless you're using IE8 or IE9. But that would need to be tested.
I'd suggest that you perform a Private Edit of that rule and try to add some logic to the code (either through console.log statements or add a "debugger;" line so you can examine what is happening in that code (circa line 1161)
This should to prove/disprove whether that is the code which is displaying the text.
If so, I couldn't say whether this is intended behaviour or not.
I am using IE 11 which should be fully supported by Pega 7.1.9. However i have checked the same in Pega 7.2.1 and there i do not see the error message at all (There should be an option to include screenshot). Please refer to the attached screenshot.
I could not find any text rule named pzPega_Feedback
ScreenCapture feature would work in Chrome and Firefox as of now as per my knowledge. Please try in chrome. First we need to add plug-in to the respective browser i.e Chrome or FireFox and later on you can capture screenshots.
As i have already mentioned, screenshot feature is only supported by IE8 & 9. I have already checked the feature on Chrome and it says the screenshot is not supported by this brwoser. PFA the screenshot.
Thanks for confirming your using IE 11 64 bit. As per platform support guide (https://pdn.pega.com/documents/platform-support-guide) official support for Internet explorer 64-bit browsers are supported beginning with Pega 7.1.5. However a few optional features continue to require ActiveX controls, which do not work in a 64-bit Internet Explorer one among them is screen capture feature.
Can you please refer to Important browser notes point no 2 links which talks in complete detail about the features