This from IBM Support:
After backup complete you may see the following error messages in the activity log:
ANR0444W Protocol error on session XXXX for node
(WinNT) - out-of-sequence verb (type SignOffEnhanced)
This error does not prevent normal operations and is erroneous.
Explaination from Defect 4289 : ("ALL LF:sched causes protocol
violations at the server"

. Protocol violation happens
when scheduler has sent all files to server and signing
off, trying to close session. Instead of just closing
session, the server terminates it and prints about protocol
violation. These happens only during LanFree scheduled backup.
Local fix
NONE
Problem summary
* USERS AFFECTED: This APAR affect the Tivoli Storage *
* Manager server version 5.1.X on MVS, AIX, *
* Windows, Solaris, HP, Linux, and PASE. *
* PROBLEM DESCRIPTION: The following error message might *
* appear when a 5.1.X client ends a *
* session with the server. *
* ANR0444W PROTOCOL ERROR ON SESSION *
* XXXX FOR NODE (PLATFORM) - *
* OUT-OF-SEQUENCE VERB (TYPE *
* SIGNOFFENHANCED) *
* RECOMMENDATION: Install PTF when available. The release *
* schedule and version number may change at *
* IBM discretion. The target PTF versions *
* are 5.1.6. *
The server is incorrectly processing the sign off request from
the client. The result is a session close with a warning
message, instead of just a session close. This problem can
occur in during other operations besides scheduling when the
client ends the session.
Problem conclusion
The problem has been corrected on the server. The server now
accepts the verb as part of the protocol. Install the PTF
when available.