Possible Protection Is Enabled. Press Unprotect And Check Datasheet Site
If the eFuse is burned, no "Unprotect" button will ever re-enable JTAG. The software warning is a false positive or refers to a different protection.
Do not rely on the programmer's auto-detection alone. Look at the markings on the chip package. Note: If the eFuse is burned, no "Unprotect" button