Looks like a bug. I've tried refreshing, X'ing it out and trying again. Updated from 7.19 to 7.20 and still not getting the info I need to set up the filter (yellow box)
We've reproduced the error and have a bug up and running. It does look like there is a workaround. If you add a new reference field, the filter properties work. It is only when you open a page with an existing reference field that the filter properties are blank. So.... Better get it right the first time, cuz there's no going back!