This has been tested on Linux and Windows 7 (both 64bit), LibreOffice versions 188.8.131.52 on both and 184.108.40.206.alpha0 on Linux.
1. Open a new spreadsheet and select a cell.
2. Navigate to Data > Validity
3. Select Allow: List
4. Uncheck "Allow blank cells", check "Sort entries ascending". (may not be necessary).
5. Enter a few list items and click "OK".
The drop down arrow will appear next to the cell but no list appears when clicking on it. Entering any data (even items you entered in the list) will result in an invalid data error. Selecting the cell and going back to Data > Validity will reveal that the list is blank but, in my testing, contains a couple return characters.
Already reported. Should be fixed in 4.1.3
*** This bug has been marked as a duplicate of bug 65686 ***