@dsafford You need some criteria. I have a smart group named All Managed Clients that has the following criteria 
Wow does this mean they have changed the behaviour from the very scarey, no criteria = all computers that has persisted since launch!
If so that's good news, although of course if your using it as a way of finding all computers, perhaps not so much...
No criteria does, in fact, net all computers.
I expect that if Jamf ever change this, they will provide fair warning before changing this decade-plus of consistent behavior.
This is the only way I know of that one can scope to a site (without giving site accounts access to the scoped item), or exclude site(s) from the scope of a globally-scoped [siteless] item.