/proc/sys/fs/binfmt_misc/CLR gets created by the kernel when you register a binary format that you've named "CLR". Are you able to register one manually?
echo ':CLR:M::MZ::/usr/bin/mono:' | sudo tee /proc/sys/fs/binfmt_misc/register
If this works, then the solution is probably that you should add a file in
man binfmt.d for more information.
Are you sure systemd is complaining about it not already being there? systemd's
systemd-binfmt.service is supposed to do that for you (but I think it does need that config file in order to do it).