Quartus II: Pin incompatible with a bank it is not on
It turned out to be that the configuration device (a Max II) had pins on both bank 3 and bank 8, and was implicitly enforcing the restriction that bank 3 and bank 8 must have the same VCCIO. This was fixed by going to

Settings > Device > Device and Pin Options... > Configuration > Configuration device

and unchecking the box "Force VCCIO to be compatible with configuration I/O voltage".