This error message is appearing as a diagnostic, where there is no STP2 Income Type set, this can happen for a variety of reasons.
There are no payslips for the financial year.
FBT has been entered in the employee file, but they have no payslips for the year.
Active employee with no payslips.
A payslip needs to be recorded for Print Report to run, a workaround to fix this issue is to do a Supplementary Payslip for 01c or to exclude the employee from STP Reporting.
Note: The STP submission is correct; the fault is isolated to Print Report.