Here are a couple of questions:
1) Can you verify that you have graphics in the DGN at the location of the alignment? (Just making sure the plan graphics are not in a different DGN than the cross sections have been cut in.)
2) The plan display does not change the zoom level, so can you verify you are zoomed out/in to the right level by zooming in to a portion of the alignment before running the Cross Section Viewer?