For anyone else running into this error. It’s most likely caused by an upgrade from a Mendix 8 or lower app that was using Atlas Core 2. In Mendix 9 you have Atlas 3. If you’re coming from an Atlas 2 app, your theme folder is structured differently.
The Data Widgets app uses the “core” variables from Atlas 3 in it’s styling. The fix for me was changing 1 line in the file themesource > datawidgets > web > main.scss, Line 1:
1 @import "../../../theme/styles/web/sass/main";
Apparently someone else ran into the same issue, but no fix: https://forum.mendix.com/link/questions/111989