Ahh...it looks like if your tag compression deviation is set too large, these charts won't work. You need the raw PI data points.
@Ryan: The sampling process takes account of the weight of events due to the compression. If you get long period of time with no changes, the last period of time will have more "weight" than the others and will affect your X-Bar and R calculation. The goal of the X-Bar chart is to show average values of samples taken at regular interval from the process which are linked together by preserving the chronology of events. This process creates a kind of filter (like compression) to better evaluate how the process performs. If you apply the filter after another filter, what you see might not be the same. This is why you came to the conclusion you need to get the raw data mostly.
Just to add up more information. This type of chart is only valid if the within-sample variability is constant. You need to validate the R chart before to see if the process is in control. If it is the case, you can examine the X-Bar chart to see if the sample mean is also in statistical control. If on the other hand, the sample variability is not in statistical control, then the entire process is judged to be not in statistical control regardless of what the X-Bar chart indicates.
I hope this helped.