When using XE Profiler in SSMS 17.3, the 'Database Name' column shows as either NULL or an empty string I'm just starting to use SSMS 17.3 - and one of the main things I was looking forward to trialing was XE Profiler.

However, when you start a session (either Standard or TSQ) and add the Database Name column, it will either show as blank or NULL.

Adding a Database ID column, will show the correct DB_ID - so it can still be filtered - however, you can't see the name of which database a statement is being executed against.
I saw the same thing you saw. I went into the actual Properties of the Extended Event and noticed that 'collect database_name' was not checked.  I checked that box and restarted the extended event session and the database_name showed up. (I had to go into each 'selected event' and check the box for 'collect database name')

Note:
The XE Profiler extended events are actually under the regular Extended Events node.  They are prefixed with QuickSession - That's where you change the properties. Apparently, the nodes under XE Profiler are simple shortcuts.