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The DFHSJ0210 is a generic "you failed to start" message, which is further qualified with a bunch of reason codes . Those reason codes are mainly completely unrelated to security, there are some about zFS permissions, but many about volumes, time-outs, missing user-classes, bad user-config etc.It would not be appropriate to issue ICH in many of those cases. There would be cause to issue ICH408I if the JVMSERVER failed to start because of RACF access permissions.
Please can you give more details of the usecase of what you were doing, so we can check there isn't a combination we have overlooked. If possible please switch on AP and SJ trace ALL and collect the CICS joblog, system log and dfhjvmxxx files from zFS. If you attach them to the RFE we will take a look. Thx.