I suspect this might be because "No Value" likely isn't an option in dimension, but rather reflects "lack of value".
I don't use CJA so I can't really try this out... but I wonder if this is a bug in CJA, since the same action in Analytics does in fact work.... (when you use "Unspecified" which is the equivalent to "No value").
Unless someone else has an idea, I would raise a ticket with Client Care....
Good luck.