Backstory: At the start of the game, Rhys (your protagonist) is about to marry his fiancee, Maia, when she is kidnapped by a dragon who claims to be a Layan servant. Angrily Rhys sets out to wage war on the Layans and get his fiancee back, but his father stops him and throws him in the dungeon, saying that he's acting crazy as no Layans have been seen in a millennia.
This is what happens when you try to use an Escapipe to escape after you're tossed in the dungeon, which sends you right back to the castle you're trying to escape from. Apparently instead of disabling the things for that particular dungeon, Sega just had the King dispense this message.
Fun Fact #2: What you're supposed to do here is escape with Lena's help. In the Japanese version, she was your former fiancee before Maia appeared; in the US version this isn't mentioned at all. Makes for a really awkward ending to the first quest when you just decide to marry some random girl you barely know instead of the one you trekked all across 3-4 continents for. Not that going through all that trouble to get your new fiancee back and then turning around and marrying your ex is much better, but I digress.