If you receive a message 'No cached file found for the requested sitemap links' when you try to opening the 'Links Analyzer', the 'SEO Spider' or the 'Search Engines Metainfo Dashboard' commonly it's related to a misconfiguration of the Joomla! multilanguage, not to a problem of JSitemap.
You should check if the language filter plugin of Joomla! is published despite the fact that your site has currently only 1 language available, thus not really being a multilanguage site.
If this is the case, you should unpublish the language filter plugin to avoid errors during the caching of sitemaps used by the 'Links Analyzer', the 'SEO Spider' and the 'Search engines metainfo dashboard'. Another solution could be force the multilanguage dropdown in the JSitemap SEO dashboard even if a single language is installed, enabling the parameter 'Sitemap multilanguage dropdown' to 'Show always dropdown' in the JSitemap advanced settings.
If this is not your case, ensure that permissions on the cache administrator folder of JSitemap are set to be writable.
Finally, this problem could occur even if you misconfigured the Joomla! multilanguage system. In particular if you have installed and activated a certain language pack, but that language has not the corresponding entry in the Joomla! 'Content languages'. If this is the case, take care to create the corresponding entry.