Have you edited the file import_label.m? The line numbers do not match the current version of the file.
There are multiple problems here.
First, you can't load a volume atlas from the display of the volume grid of the head model.
This is actually loading the parcellation as a surface atlas on the cortex surface. I realize this is very counter-intuitive and will fix it soon.
What you need to do is to compute sources on some recordings, then displaying the volume source maps in a 3D view, and with the 3D figure selected, use the load menu from the scout tab.
Another problem is the non-linear MNI registration loaded from CAT12. If you open the the T1 MRI in the MRI viewer and navigate around the edges of the volume, you would see that there are points that do not have MNI coordinates. The NaN values come from there.
All the brain locations should have MNI coordinates, please check that this is really the case.
If you find some missing MNI coordinates within the head volume, then something went wrong in the CAT12 computation.
If the all the head voxels seem to have MNI coordinates, then it means that the problem comes from the parcellation that you are trying to import. It might not be correctly defined in MNI coordinates.
To check this further, import this volume in the subject anatomy instead of loading it directly from the Scout tab. In the anatomy view, right-click on the subject > Import MRI > File format: Volume atlas (MNI space)
Here too, I have things to fix. I will try to find a way to always return MNI coordinates, even outside the head, possibly by using the linear MNI registration instead.
I will work on this soon, but it should not impact what you are trying to do now.
If your .nii volume is correctly registered to the MNI space, and CAT12 worked correctly on your subject's MRI, then MNI should be available for all the brain locations.