Waaaay back in my high school German class, Herr Richards taught us that the phrase meant "What's wrong?" or "What's the matter?" or "What's the problem?"
Naturally, my mind went back to high school German class when I read this passage from the late Richard John Neuhaus in the latest First Things:
. . . in Germany people pay 8 percent of their income tax to the support of the church, which, given tax rates in Germany, can be a sizable sum. They can opt out of the system by registering themselves konfessionslos--but the interesting thing is that most people do not.
The German word konfession is close enough to the English "confession" to assume that it refers to a doctrinal system of belief. Putting the two words together, I started thinking that konfessionslos could mean something like "wrong doctrine" or "problem doctrine." A visit to the German-English dictionary revealed that the meaning of the term los is similar to the English prefix "un-". So, konfessionslos would mean, literally, un-confession. The meaning given in the dictionary is un-denominational. That's still not quite the same as the English "nondenominational."
So, it appears that in Germany, you can have 8% of your income tax go to the church of your choice or you can have it go to the government by stating that you've lost all your doctrine; you don't profess anything to be true.
As an American of German-Catholic ancestry, I find that interesting.