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