The problem appears to be with the component list from the type selector. Structural connection families appear in this list amongst other components in the project such as trees & desks. However, if a structural connection was the last component you placed, then when you go to select a new family later, the list displays 'No Matches'.
At the moment, the only way to fix this, is to select a component other than a steel connection family, right click and select 'Create Similar'. It will now display all the components in the list.
As long as a Steel Connection family was not the last component you placed, you will not notice this problem.
It seems this has been reported*, so this will either be in Service pack 1, which I hear is due very soon or we will have to wait for SP2 for a fix.
I have demonstrated the problem in the following video.
*Update: Autodesk have setup the following Knowledge Network link HERE.