Good question ... I think when setting up my own wallet, I had the same problem. If I remember correctly how I "fixed" that, you'll have to send 25 XRP to your wallet first .. "blindly", if you will. That initializes the wallet and it will show up after that. 25 XRP is just about 5 USD, so it's not that much of a damage in case anything went wrong.
RE: Ripple/XRP offline paper wallet - and how to transfer Ripples with it!