The Site and Profiles with No Values check boxes on the Profile page are selected by default. Therefore, when a search is performed and a profile option is selected, the system lists the values defined only at site level. To see the values defined at all the levels, uncheck these checkboxes before performing a search and selecting a profile option.

To define a value for a profile option at some level, then select that profile option and click Define Profile Values. This will navigate you to the Define Profile Values page where you can add the value for all the relevant levels by navigating through the sub-tabs in that page.