This can happen if anything has blocked the ColorMunki optics from having a clear view of your monitor display.
Many times users may get this message and it appears that all the steps above are correct. One thing that you may want to do is open the shutter and have the ColorMunki device in position to read the measurements on the display. If the instrument is positioned correctly at that point you should be able to look into the optics on the device when it is turned over. From this view it will appear almost as if you can see the small bulb that is built into the optics. If you have the shutter open and you see any type of writing the instrument is not allowing the optics to reach the shutter correctly and the pouch will need to be adjusted.