SUMMARY:
This document shows a possible cause of why there is blank element in child selector when creating nested selectors and how to avoid that.
SYMPTOM
When create nested selectors in Strategy Analytics Enterprise Web 9.4.1, certain criteria has to be met:
For detailed instructions regarding creating nested selectors, refer to following Technical Note:
KB33862: How to create nested or cascading selectors and avoid getting blank selections in several versions of MicroStrategy Web 8.1.x and 9.x.
After all steps above are followed, user may still see blank element in child selector as below:

The configuration mentioned in KB33862 is correctly applied:
Year Selector:

Quarter Selector:

Month Selector:

CAUSE:
One possible cause is the selector is not configured with correct order.
SOLUTION:
Check Properties and Formatting for Month selector, in Advanced--Selector, make sure Year selector is placed above Quarter selector.
And check Properties and Formatting for the grid, make sure selectors are placed in following order: Year above Quarter and above Month.