Basically, creating a measure does not tie that measure in any way to PurePaths or anything so you can't drill down from or filter with them and get the results you would expect. Normally the behavior is if you drill down you are really only drilling down into that timeframe and you will see all PurePaths during that window regardless of whether they are related (that's assuming there are no additional filters).
In order to have something you can actually drill down from and see the specific PurePaths for you must define a business transaction and this actually tags those PurePaths as being part of that business transaction which is what allows you to drill into them as expected.
I don't understand the process you are following. Are you saying that there is no data in the business transaction that you created or that drilling down from it isn't showing any PurePaths. Even with a business transaction you'll need to be drilling down from the business transaction itself (the tabular view you get when you open a business transaction) not a chart of the BT results. Additionally you can use any business transactions (and specific splittings from them) as a filter on other dashlets such as web requests or purepaths.
Hi, It is not very clear what you are trying to do. There can be lots of reasons why you are not getting PurePaths from the drill down via charted data. Can you check if there is the session available for the timeframe or not?
To do check this, go to cockpit, right click custom system profile name and click details. Look for Session since.