Tech support will certainly get to the bottom of this. However, I do believe that @Victor_G might be on to something. I ALWAYS suggest to people fitting mixture models to look at the overall ANOVA report (Regression Reports > Analysis of Variance). It is closed by default , but I wish it were open and visible for your analyses.
If you are fitting a mixture model, that report will have the message: Tested against reduced model Y=mean. This is what you SHOULD see when fitting a Scheffe mixture model.
If it is a no-intercept model, the report will have the message: Tested against reduced model Y=0. We do NOT want this for a Scheffe mixture model. This might occur if the mixture components do not always add to exactly 1 or perhaps some of the components do not have the correct column properties assigned.
Again, I know tech support will get to the correct answer, but I wanted to chime in on this item that is often overlooked when fitting a Scheffe mixture model.
Dan Obermiller