In my case, I can remotely focus and close tabs on the mobile Chrome that were opened directly on the phone. I can also "inspect" those, with a nice screencast on the dev pc.
What does not work is entering a URL on the dev pc and click Open. That new URL is added to the list of tabs on the dev pc, but is not really opened on the phone. The Inspect button on that tab does not show a screencast, or just the blank one that OP asked about.
The solution is to enter the desired URL directly on the phone, then select that tab remotely on the dev pc to get a nice screen cast and debuggin situation.