In lead campaigns that use an instant form, the editor has to link a form to the new ad. It looks for one automatically, in this order: first in the ad set's existing ads, then in sibling ad sets of the same campaign, and finally in the Page's forms. The error appears when none of these has a form, which is common in newly created or empty duplicated ad sets. To fix it, create or select a lead form for the ad set in Meta Ads Manager (it's enough to have an ad with a form in the ad set, or a published form on the Page), then click the Reprocess button. If the error mentions the lead ads Terms of Service, the message includes a direct link to accept the Page's terms on Facebook, which is required before you can run lead ads.