Well that would be because that device cannot download and install apps to the card. Only apps that are movable to the card (which must be downloaded to the device first) are ones that the app creator has made able to do so.
The only version of Android that allows for downloading apps start to the SD card is "Marshmallow". And even in that case, the card has to be set as "Internal" storage, rather than the standard "external", then formatted and encrypted to work.
If you can somehow upgrade your phone to "Marshmallow", it is not made to, but sometimes you can, then you can try and set it up. Make sure you start with a blank card, if that is the case.
However, if you cannot get the device to upgrade to that OS, then your only other options but be to delete apps as the message suggests, OR you can move photos, videos, images, music, etc., over to the card to free up space. Those also take up a lot of room.