FedEx prevents choosing the "Saturday Delivery" option in error by verifying that the DATE / SERVICE combination is valid for Saturday Delivery.
This error is shown when the combination of the service type and date do not result in a package that can be delivered on a Saturday.
If the day of the shipment date is Wednesday and the service is FedEx 2Day, then this error will be generated. This is because the package is scheduled for delivery on Friday, making Saturday Delivery unnecessary.
If the date is changed to Thursday then a label can be generated.