If you do not collect SMF 14 records, then no input data set SMF records are collected, thus none are there to report on. You can run the ENVR report (CAL2JCL member AL2ENVR) to report on whether you collect SMF 14 records. You will see a line in the ENVR output:
Collect SMF 14 recs ?
If that is N, then your L2OPTS file is set up to not collect the SMF 14 records.
Many (most, actually) of our clients do not collect SMF 14 records for performance purposes.