Wow... more than a year later, I'm having the same problem. Did anyone ever solve it? CB isn't as useful to me if I can't use it to create filtered lists!

Find the "User Groups to Include in List:" field and highlight all of the groups.
Sometimes only admins are highlighted so the list will filter for admins only and then apply your filter argument. Most admin fields are empty so the result is almost always 'no users in this list'.