It seems that this message is not very consistent in appearing. I've seen it around sometimes popping up, but usually, I think it doesn't appear. A solid example is the Puffing Billy trying to go on the plateway.
Is it something to do with full vs empty? I know in other contexts I've previously (not in the online game) had trouble with convoys which, empty, could run on a given track/way, but full, could not...
this makes sense, I think, it's because it is much heavier when loaded.