trying to morph a side pet, but apparently they're in a battledome fight?

I have a side account I haven't touched in years, and recently have it a much needed update. I tried to morph HAZENSENSEI into a Christmas Zafara, but I can't because they're in a battledome fight?

I don't remember entering them in a challenge and idk how to remove them from the battledome to morph them >w< sorry if this is a noob question lol