Do you have your domains added, GPO's imported, and both AD/Repository

If not, you may want to do all of that and try again.

Just recently set mine up and search works just fine as long as the
domain/Repository is indexed.

From the documentation:

*Configuring Domain Indexing#*
You can configure default indexing settings for the domains you want GPA
to include when you search for GPOs. These settings can be changed later
when you are searching for GPOs or creating reports.

To configure domain indexing:
In the left pane of the GPA Console, expand GP Analysis and click

Click Action > Configure Domain Index.

Select or clear the check boxes for each AD domain or GP Repository you
want to include or exclude for indexing.

If you want to change the preferred domain controller, click on the
domain controller in the Preferred DC column and type the name of the DC
you want GPA to use to collect GPO data for the AD domain on that row.

If you want to add unmanaged domains, click Get Unmanaged Domains and
select additional trusted AD domains to include in your searches.

Click OK.

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