Angular Material *matNoDataRow doesn't work

That feature is only available in the latest version of Angular (v10). If you switch the documentation to show v9 (right now it shows 9.2.4), you'll see that feature isn't part of the API.

That said, I can't get it to work either. Even in Angular 10. :(

UPDATE: I did get it to work. (I'm using Angular 10.0.1). My working code looks exactly how you've implemented it. So upgrading to Angular 10 should do the trick for you.