It is possible that the "Set Beat-Grid when detecting BPM" fromt the File Management section in Preferences is disabled.

I have the same problem on the mac, but only happens to about 10 percent of my tracks. More specific: 1 or two of ten tracks will have transients but no autogrid cue; the rest of them will have the grid set properly after analyze.

The solution I use is this: set a cue point on the first beat, and then hit the A button from the grid tab in the deck (it is placed at the left of the bpm display). You should now have a grid cue point.