The problem is indicated in the error message: "Cannot use a surface scout to extract value from a volume grid."
You loaded your atlas as a surface atlas on the cortex surface. The result is an Atlas where each scout is a subset of some vertices of the cortex surface.
However, you computed a volume source model: the source space (= the dipoles for which the activity was estimated) is not the cortex surface, but a grid of points sampling the full head volume. There can't be any correspondence made between your dSPM sources estimated on this volume grid and the surface scouts you see in the Scouts tab.
You need either to load the ASEG atlas as a volume atlas (display the dSPM sources, then in the Scout tab, menu Atlas>Load atlas> File format "Volume mask or atlas (no overlap, subject space)")
or compute surface-based sources.