This warning message is issued when a program is loaded from a Dynamic PDS and the ES_JES_HIGHER_SECURITY_LEVEL=1 (NONE) or
is not set. Such locations for programs would not be permitted under enhanced JCL security.
Note: You can suppress this message by setting ES_JES_HIGHER_SECURITY_LEVEL=0.
Resolution:
Move programs to static PDSs so that they can be loaded when running under higher security settings.