Sorry for getting back late. It may be because you are in simulation mode or PIE. Try using a new editor window or a standalone game. If not, check out this link: https://docs.unrealengine.com/enus/Resources/ContentExamples/NavMesh/1_3
and poke around a little. Also, are the actors static meshes or something else, i believe it wont work if they are not static meshes.