TestComplete displays this message when you are about to unbind your TestComplete project from an Azure DevOps team project, or when you are going to bind it to another team project.
It displays this message to notify you that the links to TestComplete test items that Azure DevOps test cases store will not be deleted and will remain. This is helpful if you unbind the projects temporarily, or if you are going to bind your TestComplete project to a cloned team project. After binding, everything will work fine.
Storing links to TestComplete test items should not cause any issues for test cases. If you want to delete these links, you can do this manually on the Azure DevOps portal.
See Also
Integration With Azure DevOps and Team Foundation Server
Link TestComplete Test Cases to Azure DevOps Test Cases