My best guess is that you haven't constructed the assembly like NX expects.
If you look in the Electrical Connection Navigator do you see any connections listed?
Formboard requires routed connections. That is a connection that says wire 1 goes from connector A to connector B.
You'll have the two or more connectors as components in the assembly. Routing paths connect the connectors via ports in the connector parts. The paths are in the assembly. Once the connections are routed, you'll see bundle solids representing the connections.
The connection wizard can create the logical connections.