It would seem that this is coming from some other Form 1099-R. The only one that would make sense is if you had one for a return of a Roth IRA contribution and the Form 1099-R had taxable gains shown in box 2a. Such a Form 1099-R includes code J in box 7 to indicate that it's from a Roth IRA, regardless of your age, and you would have to claim an Other reason exception to the early distribution penalty on this distribution. Someone over age 59½ at the time of the distribution can always claim this Other reason exception.
I suggest looking at Form 5329 to see exactly what amount is being subjected to an early-distribution penalty and correlate that with a particular Form 1099-R. Forms 1099-R with code 1 or code J are the only codes that indicate an early-distribution that would trigger that message from TurboTax. If any other Form 1099-R is triggering the message.
