The error means what it says. The conversation handle is missing when it should not be. When you run BEGIN DIALOG you get a conversation handle, and then you use this in the SEND command. The other party will typically also reply using the conversation handle.
This error suggests that some party runs END CONVERSATION on its own initiative, while the other party still has the handle and wants to use it. It could also be an outsider that runs END CONVERSATION, or even worse END CONVERSATION WITH CLEANUP.