You might just have started with your last Iteration of the current PI while you're preparing for your next PI Planning. Or you're in PI Planning and you want to copy/paste a measure you've captured in your former PI Session.
For those and similar cases, you can easily switch to a different PI Session right from the top navigation.
Sessions showed on that modal can have 3 different states
Planning - That PI Session is currently in PI Planning. Relevant are the configured PI Planning dates under Session Configuration / General. Make sure that these dates are correctly configured.
Execution - That PI Session is currently in Execution, meaning the current date is somewhere in between the start date of your first iteration and the end date of your last iteration as configured under Session Configuration / Iterations.
None - That PI Session is either in the past or in the future.
You can also show and navigate to archived PI Sessions (Checkbox!).