No Merge Records Selected for Printing in Batch

We are attempting to merge a print batch, but we keep getting an error that reads "No Merge Records Selected for Printing in Batch XXXX". What does that mean and why won't they print?

When you see that message, it means that every record in the batch is an Online (email) form, so will not generate the forms to paper. The forms have been created and merged; they just will not be generating output to the printer.