I am not sure what you are doing wrong. I get plenty of games that way. It is possible you did a previous search that still has some residual information in the "search mask" (this is what ChessBase traditionally called the search feature).
I will first show you how to do that and get results, and then I will show you one or two better ways. First, as you noted, it is important to make sure that the Mega 2020 database is the "reference database". I am going to include full instructions since you may not be the only person to read this.
To set Mega 2020 as the reference database, right-click on it, and open the properties. Click the the "Reference-DB" box", and click "OK"
Next, rather than set the position in the search mask, I suggest that you open a blank board and enter in your Najdorf position. 1.e4 c5 2.Nf3 d6 3.d4 cd 4.Nd4 Nf6 5.Nc3 a6.
Now, open the search mask, and click "Reset" first, and then "Copy Board". Then click "OK. This returns 200,471 games for me.
That said, I really only use this feature when I am looking for generic positions. For example, all positions with pawns on f2, g3, and h4, etc. If I am looking for all Naijdorfs, there are much better ways to get them.
First, you could use the opening keys, and drill down, and open the specific ECO keys that you are looking for.
Next, from any opening position, you can use the "Find Novelty" function. To use this feature, you right-click the board, and click "Find Novelty" or the shortcut is "Shift+F6" (the picture I added is in German as I took it from the help file...it is hard to get a screenshot because the menu closes). You can then sort by the "Notation" column. For many years, this was the best way, but they have since added a much better way if you are looking for a specific position. You mentioned that you do not want to do this, but I have no idea why that would be. I am still going to add this in for others, who may read this.
Enter the position, and simply click the "Reference" tab. You can then refine it by the next move, or just go down to the games at the bottom, and start clicking. It also gives you information about the scoring percentages, and notable players, who played it. For me, this has become the best way to search for specific positions.
I have also been using this method as I watch the "Method in Chess" videos on chess24.com. GM Dorfman mentions the names of the players when he starts, but often it is hard to know the name he said. So, I plug in the starting position, click "Reference", and if you go in far enough, it has limited the number of names enough that you can pick them out of a list even if you could not spell them, and enter them.