Ah, it says:
Data sets to be concatenated to SYS1.LPALIB must be cataloged in the system master catalog or a user catalog identified in the LPALSTxx member. (The system does not check OS CVOLs and only checks user catalogs when a data set name and pack VOLSER are listed in LPALSTxx.)
I have it in a user catalog, but may have missed off the VOL parameter for sure!
I will try that, see if it makes a difference.