interlibrary loan puzzle

I just tried to help someone ILL a book that is missing. It's volume two of a two-volume thing. MnPALS told me I couldn't. I asked Sonja if she knew what was up. She tried checking out volume one; once vol. one was checked out, MnPALS was happy and said I could borrow vol. two from another library. As if to say "you've got a volume, what's yer problem?"

Anyway - thought I'd mention it in case you run into the same thing. If it's a 45-volume work, this will become quite tiresome.

An aside - while untangling this I helped as student find a print journal for the first time. He was a senior.