Hello Sun Riser
The batch management flag cannot be changed while there are open documents on the database. This is an intentional system behavior and the purpose is to avoid inconsistencies.
On your scenario, you have SD documents open, for which a batch exists. If you the batch management indicator without archiving this record, it may lead to an inconsistency when you open this document again.
Therefore, the standard solution here is to archive the SD documents.
SAP provides some reports that can be used to change the batch management indicator without archiving all the open documents, however, it requires a very detailed analysis of your landscape and this report must be adjusted to fit into your business requirements. Therefore, this is a chargeable service. Check notes 533383 and 533276 for more details.
BR
Caetano