Hello, We have had this error to.
I believe there is difference when link an MCC to an MCC. There can only be a one MMC linked to another. For example if your MMC was called Joe MCC and you wanted to link to Tom MCC you could, but if Gary MCC also wanted access to the whole of Tom MCC they wouldn't be able to.
You can have up to 5 MCC's linked to an individual account (child account) so that multiple agencies / groups could effectively manage one account.
Hope this makes sense. If any one can clarify this it would be a great help.