How to connect a net to a power plane in Altium?
The rule you are showing defines how vias connect to the plane - it doesn't do the work of assigning the net.  Perhaps you have not yet assigned the net to the power plane?  

My experience is with Altium 10, but I'm going to assume this works similarly in 15:


Select your plane layer on the tab at the bottom of the screen
Double-click somewhere on your board
You should be prompted to select the net that you want to assign to that plane.