Sitemap doesn't exist

The plugin settings are all there and I haven’t seen any error messages or anything, but it tells me my sitemap location is http://tourkick.com/sitemap_index.xml and I get my theme’s “page not found” message (although not a true 404 page from the server). I looked in FTP and there is no xml file at the root of the domain.

When looking for a “re-generate” button, I saw the plugin says, “You do not need to generate the XML sitemap, nor will it take up time to generate after publishing a post”.

Looking forward to your ideas. Thanks a lot!