YOu have to get closer to that chest and not from the other chest you were standing buy. It's probably to prevent the chests to get locked open.
I have noticed that too, but if you get closer to it, the chest will open without the red message.
Example, if you stand by the teller, there is no problem, but if you were by one of the other chests, and clicked an other one, I would get that message. If I moved closer to the chest I wanted to access, I didn't have any problem.