fwupdmgr reinstall: Error opening file /sys/firmware/efi/efivars/BootOrder-...: No such file or directory

I'm attempting to reinstall the firmware of a Dell XPS 15 9560, but get the following error:

# fwupdmgr reinstall
0.	Cancel
1.	a45df35ac0e948ee180fe216a5f703f32dda163f (System Firmware)
2.	8e1ddd96334dca0c0f1059c12c3ff08b15d3766a (TPM 1.2)
3.	362301da643102b9f38477387e2193e57abaa590 (UEFI dbx)
Choose device [0-3]: 1
╔══════════════════════════════════════════════════════════════════════════════╗
║ Reinstall System Firmware to 1.31.0?                                         ║
╠══════════════════════════════════════════════════════════════════════════════╣
║ This stable release fixes the following issues:                              ║
║                                                                              ║
║ • Firmware updates to address security vulnerabilities.                      ║
║                                                                              ║
║ XPS 15 9560 must remain plugged into a power source for the duration of the  ║
║ update to avoid damage.                                                      ║
╚══════════════════════════════════════════════════════════════════════════════╝
Perform operation? [Y|n]: 
Decompressing…           [                                       ]
Error opening file /sys/firmware/efi/efivars/BootOrder-8be4df61-93ca-11d2-aa0d-00e098032b8c: No such file or directory

Same issue if I download the .cab from [fwupd.org](https://fwupd.org/lvfs/devices/com.dell.uefi34578c72.firmware) , and run fwupdmgr local-install. What's the problem?