PICE-51 does not seem to accept the *.LST file
An ICE does not work off the *LST file, it works off references in the binary file to source statements. Always when buying Assembler/compiler(A/C) and/or ICE make sure the debug output of the A/C is compatible with the ICE.
I happen to know that the Phyton works with Keil, ask Phyton or Pinnacle if you are missing a flag in your A/C/link procedure to create a debug enabled output.

Erik