I have included my dependents on the setting up profile, also checkbox has been checked for medical claims for dependents, not sure why it's showing a blank on the dropdownlist
If your dependant is under 18 years of age, you should see their name in the drop down in the same medical receipts section where you are putting your own medical expenses. If you are in the section meant for other dependants (not including yourself, your spouse, or dependants under 18) that might be why you are not seeing the dependant.
When you go to Deductions > Medical Expenses Profile, you will want to use the first checkbox. If you have the last checkbox in the list selected, and you have no dependants entered that are 18 or older, that would explain why the drop down list is blank on the page titled Medical Expense For Other Dependants. If you are on the Medical Expenses Receipt entry page and still don't see your dependant's name, try double checking their date of birth entered under My Info > Dependants information.