I went to the sbctl issue tracker before I found this message.
See Missing `/sys/firmware/efi/efivars/SetupMode-8be4df61-93ca-11d2-aa0d-00e098032b8c` EFI variable file · Issue #407 · Foxboron/sbctl · GitHub
You can work around the issue by manually deleting the PK, KEK and DB keys in the firmware as described here: Can't enable secure boot setup mode - #5 by Alec_Miller