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  If the destination mailbox does not exist, a server SHOULD return an
  error.  It SHOULD NOT automatically create the mailbox.  Unless it is
  certain that the destination mailbox can not be created, the server MUST
  send the response code "[TRYCREATE]" as the prefix of the text of the
  tagged NO response.  This gives a hint to the client that it can attempt a
  CREATE command and retry the COPY if the CREATE is successful.

According to this the server says that the mailbox cannot be created.

> It would be convenient to be able to ask the program to try anyway, my
> server is to stupid to tell you to try.

So you have tried and the mailbox can be created, if you just try a CREATE
request from another IMAP client?