I got this error when i open the InfoPath Form using Form server. This form location is different to the original location (actual scenario is earlier this form was in the root site collection and now in the sub site collection) .
This form access the user profile web service (Userprofileservice.asmx) using UDC file. When i check the UDC connection i figured out it is still pointing to root site. so you have to change this file to match with the sub site collection. otherwise there may be a cross domain access issue.