Most likely no one is inviting guests into their My Dream. When you do the battle mode, are you battling random people, friends, or both? It may just be that you happen to be playing with My Dream when no one is interested.
I battle random, and I did consider that possibility, but it seems a little... farfetched, I mean, absolutely nobody in the world trying to play "My Dream" right when I try to play? ... I don't know... I've been trying for over a month and still nothing. I just contacted Sega via their website, let's see if they have an answer (don't think so, but it's worth the try).