"Device Not Connected"

When I sign in to iCloud and use "Find my iPhone"--it tells me that neither my MacBook or iPhone are connected...Although they are both on WiFi (otherwise, how would I be using iCloud on my MacBook anyway?) In this case, I had already found my phone by the time I was trying to use this feature but thought I would test it anyway. So...my phone was actually right next to the computer and connected to my home WiFi.

Worried this feature won't work when I need it....