I didn't know how to move stuff properly, so I ended breaking the scene. Luckily I already backed up the scene.
Whenever I moved something to a new map and then tried to delete the empty map, I got this warning.
Eventually I learned these things:
After you move content from one map to another, it doesn't mean the connections get transferred as well. You can rightclick on the old map and click 'fix references', so that when you delete the old map it deletes it cleanly instead of prompting force delete.
You can't delete a map if it still contains something. When you try to, it simply doesn't do anything.
If a map looks empty in Unreal, but doesn't want to be deleted, open it up through the file explorer. You can see the invisible file there.