This may be because there are no true comps in the area. However, just to make sure:
1. Verify that you are accessing the correct database. Look at the the browser's URL area and verify that it is showing the same market you are running comps on:
The fix: here is how to change your market:
2. Verify the year built and square footage with your county database.
3. If the subject property is larger, smaller, older, or newer than the rest of the neighborhood, you may need to expand the sliders for SQ FT Range (%) and/or Year Build Range + -.