Upgrade. Starting in version 7.0.18 of Syslog-ng PE this is fixed and no longer an issue.
Workaround for versions prior to 7.0.18:
Set a symbolic link from where the loggen lib directory is installed to the default directory, /opt/syslog-ng/.
For example if Syslog-ng is installed in /opt/sectools/syslog-ng:
ln -s /opt/sectools/syslog-ng/lib/syslog-ng/loggen /opt/syslog-ng/lib/syslog-ng/loggen