The search returns the first 400 items it finds matching the criteria set. If there are 400 or more kdf colonists cheaper than any fed colonist then no fed colonist will be on the search results. The filter only sorts through those 400 and if no fed colonists are returned because of the situation above then no colonists will be shown. In this case you need to change the search filter from cheapest to something else to get an useful return.
It's not a bug, it is how it works.