The message only means that none of the members in the dataset have the PDSMAN statistics (last update or last reference date). This is not an error, and will not impact anything.
It only appears as user scrolls thru the member list views and gets to where Audit View would normally be.
You will need to know if the presence of the statistics will affect some other process that reads that pds and does not expect to see any information in the directory except member names.
In some cases there may not stats to be shown.
If you want stats - edit the PDSMAN rules
(will be allocated to //PDSMINIT DD of PDSMAN started task) to add $UPDATE LIB=dsn CONTROL=Y and $ACCESS LIB=dsn REF=Y statements.
Then issue console command F PDSMAN,NEWR to have PDSMAN reread the rules.
From then on, as the user updates or browses the members, dates will be set.
Until the first member gets statistics, Audit View message will appear.
Be careful where you put the new rules as they could impact other rules that match that dataset name
( such as the case of general rule with LIB=- ).
If it is a non-load library like a JCL library that they update using
ISPF Edit - then ISPF may create the audit info if they have ISPF STATS ON
PDSMAN CONTROL=Y/C is need if you want the statistics for a load library or if they will update a non-load library using a utility like IEBUPDTE or IEBGENER.