Blank page instead of sitemap_index.xml

I am hosting this website at wpengine.com.
After install of WordPress SEO plugin I have got 404 for sitemap, and applied a .htaccess fix. Now it shows sitemap, but it is empty.
It is configured to show pages only but they do not appear in the sitemap.
What is wrong?

http://wordpress.org/plugins/wordpress-seo/