I have reproduced the behavior you encounter.
Sometimes a report does not generate a spool file in SAP which is needed by the Report Connector and it cannot therefore present any table data. If pressing the "Get"-button in the main UI, an alert dialog will pop up and notify the user about the missing spool file. However, I noticed that entering the "Select Report Options"-dialog for the same report, there is no alert dialog in this case when pressing the "Get"-button there.
Unfortunately, there is currently no entry in the log file for this error message. Both issues will be rectified in a future release.
Update: Another reason you won't get a spool request is because of wrong user authority in SAP. Also, in some reports it is necessary to enter a variable value (in the Select Report Options-dialog).