Mu'jam al-Saghir

869. Commentary: The purpose of this hadith is also the same: that during the Fajr prayer, the Sunnah (supererogatory) prayers cannot be performed. However, according to the Hanafis, they can be performed outside the mosque. This was the position of the earlier scholars; those who came later permitted performing them inside the mosque, standing in a row behind the main congregation, even though in the narration of Sahih Muslim it is explicitly stated that the mentioned person prayed on one side of the mosque. See: [صحیح مسلم ، صلاة المسافرین ، حدیث : 712]
Then the Prophet sallallahu alayhi wa sallam stopped him. In the presence of such explicit narrations, permitting the performance of Sunnah prayers inside the mosque while the congregation is present is a great audacity. It is narrated from Imam Shafi‘i rahimahullah that he did not permit performing Sunnah prayers even outside the mosque after the iqamah had been called. The apparent wording supports this as well. And Allah knows best.

1265. Commentary:
If the congregational prayer is being held, it is not permissible for anyone to perform Sunnah or Nafl (voluntary) prayers, even if he is certain that after completing the Sunnah he will catch the first rak‘ah. The same ruling applies to the Sunnahs of Fajr. During the congregational prayer, it is not permissible to perform the Sunnahs of Fajr in the outer courtyard or in any corner, as is commonly practiced in many mosques.

Benefits and Issues:
(1)
This statement can also mean: Which prayer have you made your objective?
That is, was your intention the prayer you performed alone,
or the one for which the congregation was being established?
Since, when leaving the house, the primary objective is to perform the obligatory (fard) prayer,
it is not correct to give preference to the other (i.e., the non-obligatory prayer).
The sunnah prayers can also be performed at home;
coming to the mosque is not primarily for them.

(2)
It is clearly established from this hadith that when the congregation is standing, it is not correct to perform the sunnah prayers of Fajr; rather, it is necessary to join the congregation.