What can be a reason of a “The requested URL / was not found on this server” error in case of an addon domain?

Let’s say I have a site hosted on a.example.com. I’m adding an addon domain to the server (shared hosting): b.example.com and point this domain to the server IP address.

Visiting b.example.com provides the same site as a.example.com, since they point to the same server. That’s OK.

Then I’m adding an other addon domain c.example.com and point it to the server IP. When visiting c.example.com I get the error: The requested URL / was not found on this server.

Can you tell me a reason how this could happen? I don’t get it.