I ran into this problem as well. For me, it was due to having history for defected servers still around. Essentially, there was job run history for servers where there was no longer a Server_id in the msdb.dbo.systargetservers table. Something in the scripting process saw those NULL Server_ids in the history and threw the error.

I found the solution on the following URL:

https://sqlsanctum.wordpress.com/2015/02/12/multi-server-job-scripting-failure/

You can quickly find if you have the same scenario with the query below (from the same URL):

SELECT

[JobName] = j.Name

,[JobServerId] = js.Server_id

,[TargetServerId] = ts.Server_id

FROM msdb.dbo.sysjobservers js

INNER JOIN msdb.dbo.sysjobs j ON j.job_id = js.job_id

LEFT JOIN msdb.dbo.systargetservers ts ON ts.server_id = js.server_id

WHERE j.category_id = 2 AND ts.server_id IS NULL

You can delete the history by running the command below (also from the same URL) which should allow you to script the job:

DELETE FROM js

FROM msdb.dbo.sysjobservers js

INNER JOIN msdb.dbo.sysjobs j ON j.job_id = js.job_id

LEFT JOIN msdb.dbo.systargetservers ts ON ts.server_id = js.server_id

WHERE j.name = 'JobName' AND ts.server_id IS NULL