Cannot extract column data when using server side processing

Hi,

I'm trying to achieve select filtering while using server side processing, but it's not working and I do not have any error message.
If someone could help me figuring out what's wrong...

I'm following this documentation page : https://next.datatables.net/examples/api/multi_filter_select.html

Basically the select is added but not filled with any data.
The :

table.column(i).data().unique().sort().each(function(d, j) {
                    console.log(d);
});

is not printing anything.

Any idea what's wrong? Is this working for you guys?

My datatable init looks like this :

var table = $('table#test').DataTable({
            "processing": true,
            "serverSide": true,
            "ajax": "<?php echo $my_ajax_url?>",
            "stateSave": true,
});