City Drop Down Is Not Working – Bug ??

I have installed the theme and sample data, but when I click on a listing and then choose to do a search on city the drop down does not give an option for city.

It shows a check mark but there are no cities that display. I have configured the search to pull from the city linked data(Recommended) but there is no data.

Have anyone else had this problem if so could you please tell me how did you resolve it ???

Thank You