From RFC 959:
NAME LIST (NLST)
This command causes a directory listing to be sent from
server to user site. The pathname should specify a
directory or other system-specific file group descriptor;
As such the error is correct, as the pathname does not specify a directory and (by virtue of not having them at all) neither a system-specific file group descriptor.
Technically NLST on an ordinary file isn't implemented correctly in FileZilla Server, that command too should fail but doesn't as an ordinary file is not a directory.