Either the save game was created using some other mod, but you should see that mod loading or an error message. Or you have installed BUG as a mod, and the save game was created without BUG as a mod.
Save games must be played with the same mod (or lack thereof) as when they were created. In the second case above, you can install BUG to CustomAssets to use it with non-mod save games.
It is okay to install BUG as a mod and to CustomAssets at the same time. They will share settings and not interfere with each other.