This typically means lldb python support didn’t get included, which is probably because swig isn’t installed. You can get swig from http://swig.org . There will be lines in the cmake output that say what python it finds, if it can find dev python, and if it can find swig.
You’ll definitely want to see check-lldb-api for AIX. My team is currently working on API tests for RISC-V (using QEMU) and lldb-server running on QNX. Running these tests has found some bugs that didn’t show up in manual testing.