The answer to your question would be that the agreement error in the sentence is the following one: The pronoun "their" does not match its antecedent in number, which is "no one" (singular).
The sentence above is a clear example of the use of singular they. Singular they is the use in English of the pronoun they or any of its derivative forms (them, their, theirs, and themselves) as a gender-neutral singular pronoun. This use of the pronoun they typically occurs with an unspecified antecedent, such as "No one".
