Question about LOCO

[Youpu-Chen]

In this first step, I applied:

LOCO=TRUE

and it is a default option, it report:

t_end_null - t_begin, fitting the NULL model without LOCO took
   user  system elapsed 
 12.234  13.323   2.937 
   user  system elapsed 
 14.476  17.841   5.143 

And when I ran step2 with LOCO=TRUE, it failed with You should set LOCO=TRUE in the first step.

Why?
If you could give me a hint, I'll appreciate it. Thanks in advance