There are several things that can keep this from happening. You may have assigned a system to a system quick key and have that quick key disabled/locked out. You may have the system quick key enabled, but there may be group quick keys, and all of them are disabled/locked out.
In addition to the quick key portion, you could also have the system itself locked out, which you can unlock it going through the programming steps. There may be one or more groups within the system that are locked out via programming. Lastly, there may be individual channels or talk groups all of which are locked out via programming.
In other words, there are many things that can give you the message you saw. Basically it says you have a lot of stuff in your scanner, but everything has been locked out or disabled from being scanned.