The cause is revealed in the explanation of the DB02336E message. In this case, the customer site had chosen not to set up LIST/LOCK coupler structures which would be needed to run the command.
From the CA Datacom® Messages guide:
SHADOW cccccccc IGNORED, XES STRUCTURE UNAVAILABLE
You have issued either an ALTER_SHADOW_TO_MUFPLEX command or a MIGRATE_TO_SHADOW command against a Shadow MUF that has specified a MUFplex name for which valid LIST/LOCK coupler structures have not been defined. In the message text, cccccccc is either ALTER or MIGRATE to identify which command was issued.
Note: A primary/shadow pair of MUFs may execute without a Coupling Facility, but in that case the above two commands are not permitted.