Because the connection was broken during an SMTP conversation.
SMTP (Simple Mail Transport Protocol) is the on-the-wire language that email systems use to send messages to each other. While mail is being transmitted, there are a number of reasons why the other server might disconnect: network outages, the remote server crashed, etc. If for any reason the session is disconnected, you will receive this message. There is no need for you to take any action. Citadel will automatically try to send the message again later.
Newer versions of Citadel might also be more specific about which phase of the protocol was in progress when the remote server disconnected. In this case you will see a message such as “Connection broken during SMTP AUTH” or something similar. It's the same situation, and again, no action is required on your part.