When going to "My Views" from the left menu in Jenkins it doesn't show any of your personal views.
This link will use the URL "http://......./me/my-views/view/All/"
If you go to your own user account properties first and then go to "My Views" it does show all your personal views.
The link that is used now is "http://......./user/userid/my-views/view/All/"

So it seems that the first method to go to "My Views" will go to the "/me/my-views/view/All/" but it cannot translate "me" to your own userID and therefor doens't show your saved views.