The error appears if the Agent goes offline (disconnects from Management Console) when it has an active job run.
First of all, the error indicates that the Agent disconnected from the Management Console. It does not necessarily mean that it's also disconnected from other agents, but in most cases it actually is.
To verify it go to job run, click on any of the agents that is supposed to be connected to the offline agent and on Connectivity tab check the connection status.
If the agents are disconnected from each other, that will impact job completion. Check that the agent process still runs on the server. Refer to this article to verify that network tunnel is available between agents