David, How you deal with this depends on your level of rmm.
Looks like you are on an older release that needs extra work, because rmm
was changed in z/OS R11 to simplify the procedure needed for such a
management type change.
See the I&C Guide 9.8 Changing Storage Locations
http://publibz.boulder.ibm.com/cgi-bin/bookmgr_OS390/BOOKS/dgt2c871/9.8?SHELF=EZ2ZBK0G&DT=20081217173205
The management type is remembered in the VRS - so you have to
delete/redefine the VRSes specifying that changed location.  From R11 on,
that is no longer required. 

The location type from the VRS is saved into the volume 'required location',
so be sure to rerun VRSEL once you made the VRS changes to update all the
existing values in the volume records.

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