Setup Merchandising Rule - the multi select list I want to use to filter is blank.

Hi everyone, I'm trying to set up merchandising rules to allow us to set up custom pages of items that aren't similar to the commerce categories. This allows us to group the items differently and also place the links to these categories in places on the website that aren't the nav bar like the commerce categories.

I have set up a merchandising rule (Documentation) and want to use a multi select list to define which items go into the merch zone but when I select the list I don't see any options from the list. I would expect here to show the list values so I can say to 'show items in this zone if the value is "Civil Engineers"'