Hi Dongliang,
To help us investigate further, could you provide us a screenshot from your
AdWords UI page where issue is reproducible as well as the equivalent SOAP
request and response logs using the AdWords API? You may also want to look
into this AdWords guide
For location extension we can link to Google My Business and associate
*All*, *Filter*, and picked locations.
For filtered locations, we can test in UI whether the filter can return
anything left. For "BusinessName" and "Label" they works fine (Show "None
of your locations match this filter"