A Google Webmaster Help thread has a webmaster all upset that Google shows that they have indexed none of the URLs they submitted via the XML Sitemap file. Obviously, this can be concerning to any webmaster.
The thing is, you need to be careful what Sitemap file you submit. If you verify a non-www version with Google Webmaster Tools and submit a www version of your sitemap, or visa versa, Google may be very literal and show you that they didn't index any non-www versions of your URL.
Google's Zineb said in the thread:
All the URLs listed in your XML Sitemap are non www. and they all permanently redirect to the www. version (which is your preferred domain). That explains why these specific URLs are not indexed. In order to fix that, you'll need to specify the right URLs with www., resubmit your Sitemap and wait for it to be processed again.
So technically, it is an "easy fix" and the site is indeed being indexed. But a report like this can be scary to see in Google Webmaster Tools.
Forum discussion at Google Webmaster Help.