Yes, TES, if there were no objects in the scanlists that were enabled, it would also return that error message. However, the most likely cause to check first would be that there was not at least one scanlist enabled.
Older scanners would not allow you to lock out all scanlists (banks), but most newer scanners will allow that.
You can search for objects that are locked out by pressing PGM, EDIT, FIND, L/Out. The results will show what objects are locked out, and allow you to unlock them individually at that time if you wish.