have problem with vignette action in photoshop 2019 it does not work

I strongly suspect that the Vignette Action dates back, unchanged, to the very early days of Photoshop.  Much has changed since then, and there are much better ways to make a vignette. 

The one I use most is Camera RAW > fx > Post Crop Vignette

As you can see, it can be used to darken or lighten the corners, and provides lots of options.  As always, if done with a Smart Object, you can can go back in and fine tune as many times as you need.

The other is also found in the Camera RAW filter, and that is the Radial Filter.

This one gives you the entire range of Camera RAW controls, and can be set to affect inside or outside the selected areas

It has a particularly useful trick in that you can have multiple instances on the same layer. So below we have the 'Inside' radial filter affecting the train cab, and a second 'Outside' radial filter focused on the sky, and darkening the rest of the layer.

There is no reason you could not use either in an Action, but the Radial Filter would need a selection made as part of the process, so would not work well with a batch.

Every step in action is independent but every step is actually command which always have some requirements to be executed like layer in the Layers panel selected or selection active to use Feather from Select menu.

As you know some commands are available while other commands are greyed out with any state of document. Commands which cannot be executed at the moment are greyed out in menus right? In Photoshop action, steps cannot be greyed out and Photoshop will display error message if command in menus is greyed out at the moment when step should be executed.

In short, your action have problem so step(s) cannot be executed. You must do something before running action to ensure that Feather command is available. If you are using Vignette (selection) action then please create selection before running action and you won't see any error message.

You need to make a selection first for this action to work. Not doing so will give those alerts. Try making a selection and playing the action again.