The message you are receiving can have a number of possible causes. The first is that there is some problem with the imputation model itself (I have seen where people have left the response variable off the VAR statement in Proc MI as an example). In general though, it occurs when the missing data has no influence on the sampling error of a parameter estimate. There is no fix or adjustment for that, but it does require some further investigation on your part. Usually, it is an indication of a problem with the imputation model with possible causes ranging from a poor imputation model to no real need to impute due to a very small fraction of missing information.
Without fixing the problem, when the between imputation variance is zero then the number of Degrees of Freedom is undefined so you cannot get a confidence interval or p-values. If you are unable to determine the cause then one suggestion would be that, if there are only minimum differences among these within-imputation variances, then look at the results for that variable for one of the imputations.
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