Short answer
This usually means the eSIM has not connected to a supported local network yet, or the phone settings are not ready for mobile data.
Check first
You are already in the supported destination.
The eSIM line is turned ON.
The eSIM is selected for Mobile Data.
Data Roaming is ON for the eSIM.
Your plan has not expired and still has data.
Important
Do not delete the eSIM.
If the message stays after arrival, contact support with screenshots of your app plan screen and phone eSIM settings.