291 votesJay Soell commented
I did have the same issue and I figured out what I was doing wrong. Not sure if those of you may be doing the same thing. I was using 8 different data sources but I was using them independently of one another. However, when I first set it up I brought in all of the tables at once. Power BI automatically tried to build relationships between each one.
I was getting that None in my slicer because there would not be matches with other tables.
I pulled up the Model located on the left hand vertical tool bar and deleted all the unwanted relational connections.
The None on my slicers went away.