For deleting a course, you have to make sure that all the batches created inside a course are deleted. Similarly for deleting a batch, all the students enrolled in the batch should be deleted. This message denotes the existence of dependencies associated either with the batches or the students, which restrict the deletion of a course.
Even when deleting students in your Fedena instance, if there exist any dependencies such as elective subjects assigned to the student, finance records associated with the student etc. then a message will pop up, notifying the user about the dependencies that exist.
For more information, watch this-