this message is displayed for two main reasons.
1. as you said the frequency has changed and the channel is not receiving any thing on that frequency / transponder
2. the channel your tuning into does not broadcast 24/7 and you have hit it in one of it's closed periods.
best practice to make sure number one is not a factor is to update your satellites.xml file at least once a week and do a rescan on that satellite.
yes this is a pain in the butt and time consuming too, but this is the price we pay for using kit not officially sanctioned by the service provider as only their kit can auto update frequencies / transponders, where as we must do this manually by either loading a ready made bouquet or scanning for our selves.