Hi Michal,
I reproduce the same issue as you, whenever selecting List radio button choice. I guess there is a bug in Report module for List, because I tried with Lists with other target dimension schema than recipients and it occurs the same error.
Please take the time to create a bug report on Adobe Campaign extranet web site.
In the meanwhile, please use this workaroung, I tried it and it works fine for me; in Report app Query activity:
1. choose the 1st Radio button: Database schema
2. select the schema of your lists content (rcpGrpRel if the target dimension is NmsRecipient)
3. select the fields for your temp:query context
4. do your selection of List(s) in the linked dimension with help of Internal name (or other criteria) or on the root dimension link to select one list
Regards
J-Serge