This bug is really related to the ATENA problemtype, not to GiD.
Really must be asked to its developers, not to us.
I have a local copy of a version of this ATENA problemtype, and having a look to the file of the error message
\problemtypes\Atena\include.src.bas\Write_Clasic_Bar_Element.bas
I can see this that is complaining in this line:
*If(ElemsMatProp(Embedded_Reinforcement,Int)==0 && ElemsMatProp(Application_from_Interval,Int)==IntervalIndex)
because the material applied to the geometric line that generate the mesh line element doesn’t has applied any material with a question field named “Embedded_Reinforcement”.
I had a look to the file .mat of the problemtype and only the material named “Reinforcement” has a field with this name, then it seems that must assign to these curves a material derived from Reinforcement (and generate the mesh again to transfer the material from the geometry to the mesh)