Which version of Bryce 7 and which version of DS 3 are you using? Before Daz started giving out Bryce 7 Pro for free you could get Bryce 7 PLE for free which was essentially the same as Bryce 7 Pro but with some features turned off. If you’re using the PLE version then it may be that’s one of the features turned off and it’s telling you that you need Bryce 7 Pro. I’m not sure what features are turned off though so that’s just a guess on my part.
It might also be the way you’re doing it? I would think it shouldn’t matter but in the past the way to do it was usually that you open Bryce first, load a scene (new or saved) then use the bridge from Bryce to open up studio, do whatever you need to do there and then click the send to Bryce option. The way you described it in your post it sounded like you’re starting out from DS and then going to Bryce.
Another thing too is the version of DS 3. The Bryce to Daz bridge worked best when it was Bryce 6 and Studio 2 being used. When they went to DS 3 the bridge started having trouble and as I recall they never got it working right after that with Bryce 6. Then they went to Bryce 7 Pro and it stopped working again and then they finally got it working somewhat (most but not all things would transfer) but then they went to Studio 4 and it seemed to have more problems again. I’ve yet to play around with Studio 4 so I’m not sure if they ever got it fixed for the Bryce 7 studio 4 combination.
Probably the best bet though is to ask this question in the Bryce Forum as the more experienced Bryce users are mostly there and don’t come to the commons often.