"The selected film won't play on your display"

I am having this issue with my Macbook pro, when I play content purchased from the iTunes Store.

Movies and TV shows play fine but often when I minimise them, this error pops up after a while, and closes the window. It makes no sense as I'm not outputting video to an external display, only using the built in display.

This is really annoying and like I said, makes no sense as the content is being displayed on the Macbook Pro's display. Any ideas as to why this is happening?