This exception usually means that the device to which you are trying to connect is already connected somewhere else. To solve it, you can either shutdown the software that is connecting to the device or try turning off and on the device itself, since this action will close the connection.
If you keep having this issue multiple times, it may be due to a problem with the Bluetooth adapter when it comes to closing the connection to the device. Please try the instructions in the Bluetooth Troubleshoot (Windows) - Checking Bluetooth Adapter
or Bluetooth Troubleshoot (Windows) - Changing to Microsoft Bluetooth Stack
If the issue is still not resolved, you have to manually force the disconnection of your software with the device after each interaction. To do so, follow the instruction found in the Bluetooth Troubleshoot (Windows) - Removing Paired Device