Do you have any value specified for this CoreSetting, which saves all received nse files on SMP machine?
CoreSetting name:
<customSetting key="EventCopyFolder" type="registry" regKey="Notification Server" regValue="EventCopyFolder" defaultValue="" />
CoreSettings.config file is located here on SMP machine:
- C:\ProgramData\Symantec\SMP\Settings\CoreSettings.config