The /spool directory was not created by the agent's installer
The agent's installer does not create the spool directory however it will be created upon the first system (e.g., unix, Windows, ftp) job run.
Note, that some jobs do not create an output written into the agent's spool directory, e.g. the PeopleSoft jobs, so if only such jobs were in the workload, the agent's installation would continue to be without it.