what this really is is a warning that you are not going to see the normal dashed line indicating the areas you have selected. If you have a layer or mask set at some very low opacity, and you cmd-click that layer to select the content, you will get this message. However you ARE still affecting those pixels, it's just not showing you an indicator line. So it's not exactly that it's "not possible" per se, but it's letting you know not to expect the normal indication of what you are currently working on.