You did not specify the version of Hyperion(including patch level) you are on.(e.g 126.96.36.199.005)
Sub vars can only have one value for Data Forms.
If you on later version take a look at the below as that may help:
Unless you are using PBCS which by the error message suggests you are not then unforunately you can't use ranges in sub vars and forms.
Once you try and use a range you will get the error you are seeing:
You can try and use the rolling forecast functionality built into planning but to be honest all it does is create individual substitution variables which you can probably do yourself but the option is there.
Not to worry when all the planets in the solar system align the functionality for ranges in sub vars will be pushed down from the cloud to on-premise
Meaning we can't use of range functionally in dataform using variables?
Not yet for on-premise.
This post should be moved to the Planning & Budgeting discussion space where any feedback given will be better referenced by the relevant community.