It seems you can only apply UR2 only if you’ve registered the DW to a Service Manager Management server and all DW jobs have passed successfully a couple of times.
These days I was installing System Center 2012 Service Manager SP1 and of course with every new SC installation you want to apply the latest Update Rollup too. I was in a hurry so I wanted to apply UR2 for Service Manager as soon as possible. I’ve installed the the Service Manager Management Server and the Data Warehouse Management server. Registered the DW Management server in the Management Server. I’ve waited some of DW jobs to finish but in order the jobs to finish successfully they have to run a couple of times because at the first job of MPSync only a small part of MPs are synchronized. On the second start more MPs are loaded (reporting MPs and etc.) and synced. So I’ve applied UR2 on the management server before MPSync job kicked off for second time and UR2 was applied successful to the management server. But when I’ve applied UR2 to the DW management server I’ve received an error:
An error occurred while executing a custom action:_PatchMP
The solution to this error in my case was to wait DW jobs to finish successful a couple of times. This error can occur for other reasons also.
Lessons learned: Patience is A Virtue with System Center 2012 Service Manager.
P.S. I do not like to install and configure System Center in a hurry. I like to plan and configure SC carefully and verifying if everything is working normally after every step but sometimes sacrifices have to be made .