I'm using version 3.4.3 of Aperture.
I did start with the "all" option, but have also tried "shadows', '"midtones', and "highlights" out of sheer frustration - and various combinations of the brush size, softness and strength sliders.
So.. I don't have a real solution yet, but thanks for the confirmation that I was, at least. looking in the right places.
Do other adjustments take? Is dodge and burn the only one that does not work?
And do you have the same problem, when you create a new Aperture library for testing, with one or two test images? Or when you work from a different user account? Do you have a second user account, that you could use for testing?
And have you tried these settings, as described by Kirby Krieger?