They don’t mean to say you are unable or disallowed to respond to everyone. ^-^ And you also don’t have to make one, general response to all people. They’re saying that it’s good forum etiquette for you to consolidate all your individual responses into one post, rather than 10 individual replies back to back.
The easiest way to do this (on PC at least, since I know the button gets covered up for me on phone):
If you highlight text in someone’s reply, you can hit the “quote” button that pops up.
This way you can quote the part of the other’s reply that you wish you reply to most directly. You can quote as many people as you want in one reply, so you can make your post thanking everyone as long as it needs to be.
The “warning” from Discouse is a suggestion that indeed can be x’d away and ignored. Discourse (WK forum is a forum from the service Discourse, so they don’t have control over all it does) doesn’t know if you’re having a flame war or if you’re being very nice and polite, so it gives warnings with certain posting behaviours.
Let me know if anything is unclear. There are numerous fellow autistic people here (myself included) and I can get overly specific on how to do it if you need the assistance.
Edit:
Or you can mention the individual members you wish to address (type @ followed directly by their username), and then you get a nice, clear, concise way to say what you wish to say. (Like this user did, for example - disregard context, it’s just an example.)