Uh-oh, trying out zdb and finding this error, doesn’t breath confidence does it ? Here is how you can solve this minor issue :

# zdb
cannot open '/etc/zfs/zpool.cache': No such file or directory

Just set it as a value to the zpool :

zpool set cachefile=/etc/zfs/zpool.cache poolname

getting the pool name can be done using

zpool get all

Thanks to github user, imp!