I am seeing a vartiation of this as well.

As long as the violation occurs in a .vb file and has lines of code associated with it, I am able to drill down into the details and see the code section in Jenkins. You can then hover over that code to get details of what the violation was and what the remedy is.

Drilling down into the details for violations against classes or namespaces however, which do not contain line(s) of code entries in the generated XML, produce a red bordered triangle with a exclamation sign in it indicating something went wrong. In the past this produced a report of what the error was even if there was no associated code.

to the original description: you can force fxCop to generate file even with no messages (/fo switch), it could solve your problem (but I haven't tried that)

to alexlombardi: I don't think your situation is really related to this bug - situation you are describing was working correctly with older jenkins. I've upgraded jenkins last week (had about 6 month old version before) and only then the messages near the exclamation mark dissapeared - so I'm quite sure that's another problem and it's most likely caused by some change in jenkins itself
EDIT: see JENKINS-12764

The violations plugin is deprecated. It has an unresolved security vulnerability. The last commit to the source code repository was over 7 years ago. Closing the issue as "Won't fix"