I have ran into the same exact problem. The reason (in my case) that this was happening was because I had no default template set. I didn't have one set because I had deleted out all the stock templates to start with a clean instance. This of course will cause you to not have a default template.
Create a template and select "Don't use template (start from scratch)
." Go ahead and publish this template. Now create another template and base it off of the template you built from scratch but BE SURE
to check the "Use the selected template as a default template when you create a new page
" checkbox. Now you have a default template set. From here you can go ahead and create your template based off of your master page. Once that is complete you can delete out the other two you created.
Hope this works for you.