Text file report is not generating of Availability Databases other Databases during auto backup through maintenance plans in MS SQL Server 2012
Maintenance plans are garbage so this is running exactly as designed. However you don't need to take copy only backups on the secondary, you can if you want to but there's little point. 

Any errors here are spurious. If you don't like them then your options are to switch to something professional like Hallengren scripts or Minion Backup; or ignore the errors (while maintaining normal testing of your backups to ensure they're viable).