Are HighControlLimit and LowControlLimit field names?
If they are, then your expression is comparing SensorValue with the entire list of values, which does not work as you see. When you make a selection, then SensorValue is being compared with specific values for the limits and that works.
If I am correct, then I assume that you are trying to compare SensorValue with limit values in the same record. You cannot do this with set analysis. You must either use a Sum(If()) expression, or set a flag value in the load script and use the flag in your set expression.
Hope that helps