Most likely, because there is no Receive Handler configured for the File Adapter.
Check the Platform Settings/Adapters/FILE. You should see a Send and Receive entry. If not, right-click/New and create the ones you need.
This can happen if the BizTalk Hosts are created outside the initial Configuration. It is also possible that you did not complete all the options in BizTalk Configuration. You can check there also to make sure BizTalk Runtime is configured.