All files have the specific attributes!

Hello.

Could you please tell me why this error occurs at the moment when I convert it to the project’s parameters?

Sure.
As per your settings in the Convert Options dialog no files require any changes to be made. You only opted to change the “channel” format to Interleaved. It seems all files are of the interleaved type already, thus the message. The message could also read “Nothing to do for me here”.
If you want to change the sample rate than change the field Sample Rate from “Keep” to “44.100 kHz”.