This comes from the fact that you have several times the same part files in different locations in your assemblies. You have to open a first assembly with parts at a certain location. And then open a second assembly with parts with the same name but in a different location.
Hence the message displayed. SW does not know how to open two rooms with the same name. As it sees which are stored in different locations, it asks you which location to choose.
Only one file in the deal folder, but does it exist in other deal folders?
SW manages the paths in his own way and not necessarily in a comprehensible way: it's often that I get a path that I haven't used for a long time. My solution: on a freshly started machine, it's to rename the "wrong" file, open the assembly, check that the files all come from the right place, save.
This often happens to me when I reuse a subset (after duplicating it) or in case of a study iteration.