Started receiving this error on some new installations of SQL Server 2005, sp2 + Cumulative Update 6.

I don't know what the root cause is, but we have many servers running this same configuration without the error, I have no idea why this started happenning.

Database Engine Tuning Wizard: "Failed to initialize MSDB database for
tuning (exit code: -1). (DTAClient)

These objects were missing from the server that was failing, so I scripted them from a server that was working.  Once I created the objects in the MSDB database, Database Tuning Advisor now works.

I wish I new what changed in the server / installs that started this happenning, I've checked the last few recent installs of SQL Server 2005 and notice that it is missing from most of them, both 32 bit and 64 bit installs.  Very odd, makes me nervous that something else was missing from the install or that an error happenned and didn't "bubble" up to the installer. 

I'm going to open a case with Microsoft on monday and see what they say, I need confidence that these installations of the DBMS are complete and without any issue, if the Database Tuning Advisor stored procedures and tables were missed, what about service broker, encryption or many of the other features we haven't touched on yet for these particular installations that we expect to be there installed and ready to use ?

I've created a script files of the objects to create, it is available here, DTA_Objects_SQL.txt (433.76 KB)