Why Does Git Say No Such Ref Was Fetched?

After doing a merge and close using bitbucket cloud I tried to do a "git pull", this resulted in:

$ git pull
Your configuration specifies to merge with the ref 'refs/heads/P0.6.1'
from the remote, but no such ref was fetched.

Ok... what's wrong here... well, the branch is closed on the remote so I can't pull it anymore. Basically, need to checkout something else at this point.

It might be wise to run:

git remote prune origin

At this point, just to clean up other branched closed on the server.