The {mySentrySlug}.sentry.io/stats/issues/ page is completely empty, although I've accepted events in the set time range and I'd expect to see data there.

The "Issues" tab shows activity about issues assigned to your team; how many new issues were detected, how many resolved issues regressed, and how they were triaged. Make sure that the issues are explicitly assigned to your team. Issues that "only" belong to a project that is owned by your team, won't show up there.