What you are seeing is exactly what is to be expected. Contract Wallets have Accounts as owners. A Contract Wallet can have a single owner Account, or if it is a multisig Contract Wallet it will have more than one owner Account.
The owner Account/s for the Contract Wallet you are sending from must give its approval. A transaction must be sent from the owner Account to the Contract Wallet. The owner Account will only need to have enough ether to cover the gas cost of this transaction.
Just enter the password of the Account as requested and the ether transfer from Contract Wallet to Account will go through. I am assuming you are using a single-owner Contract Wallet (Simple Wallet).