I'm guessing this is related to a millenium figure, i.e. one of the DAZ ones. There is some quirk with them that doesn't allow this, can't remember why although I had though P6 had got around it.

The best way around it is to bring in 1 figure, morph it and save it back to your library under another name with all the morphs, do that as many times as you like then bring them into your scene as you like!

Injustice will be avenged.
Cofiwch Dryweryn.