The device cannot use the "Loss&Theft"-Functions.
First seen in
Sophos Mobile Security
What To Do
Devices without the ability to recieve SMS cannot be locked/wiped using the "Loss&Theft"-Functions.
These functions use SMS to control the deivice.
Some devices can recieve but not send SMS. Therefore these devices cannot report the process of a "lock" command.
Since the "locate" command sends the location via SMS this command will not work on such devices at all.