Modifying Tier 0 failed with error "Fallback preferences is not set for all the secondary sites." in NSX Global Manager (GM) even though the secondary site has already specified "Fallback Preferences" with "Priority 1".
VMware NSX-T Data Center
VMware NSX
This is a cosmetic issue.
This issue is resolved in VMware NSX 4.1.2.0 or higher.
Workaround:
Delete the Location for the secondary sites and re-add in NSX GM UI.