The error message tells you what the problem is: You have "Elite - Dangerous (Client)" set as the command target, so all commands will send their input to that window.
If Elite: Dangerous isn't running, the window won't exist, so VoiceAttack won't be able to send input to it and therefore show the error message you're getting.
Either set the global command target to "Active Window", or use the "Send this command to" option within your command to override the global command target.