When you create templates with TemplateData outside of the template namespace (e.g User: / MediaWiki:) the template data will not be retrieved and in the template dialog it seems that the template does not have any TemplateData.
Note that this is different from the MediaWiki-extensions-TemplateWizard. There it does not seem to matter in what namespace the template is located. TemplateData will be retrieved and used if present.