Most people would say it’s because you don’t have enough disk space allocated for the replica or recovery point. Or some other mumbo jumbo.
The simple truth: In addition to the DPM-agent, each server needs to have Windows Server Backup-features enabled for bare metal recovery and system state.
Guess that was to much info to write in the technet article on best practice and installation since it was already 2 gazillion pages long…
Thanks Andy Dawson