OK.
After a bit of investigating.
Here's my findings:
The reason why you are getting that error is because you are not appending/attaching the newly created DIV to the DOM.
However, something else that I found was:
If there is no initial DIV element with a data-role set to page.
JQuery throws a _Trigger error when trying to add something to the BODY tag.
Once you have a DIV element with a data-role set to page. The code runs fine and adds the new DIV to the body tag.
Attached is a bit of sample code you can play around with by commenting out/uncommenting the appropriate script/html code.