When building a new site or ACD team with Supervisor/agents, I usually create the supervisor and submit. Then I go back and change the supervisor to Supervisor/Agent and add the skillsets and partition information.
In fact I just did it today. Built the person as a supervisor and submitted it. Then right click on the supervisor in the left window pane and click on supervisor details. Then go to the drop down for supervisor, supervisor/agent, agent and pick supervisor/agent.
I vaguely remember once having the issue you are having. I deleted the supervisor and rebuilt again from scratch. If that doesn't work, plan a reboot of the CCMA.