I'm having the same problem. It's the same as last year when it happened with your second character. It was solved by waiting for the end of the event because Bungie didn't fix anything. I think I'll be out of the game for another 3 weeks...
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Hey, if anyone is still having trouble I find a solution. Go to the event lady and refresh the bounties ( on whatever one you did) and hopefully will get rid of the message. Saw it on a reddit post and want to share it here. Hope it helps.