I was filing KMGY to KMGY. I was not planning on going to another airport for the approaches. Just flying the local approaches.
However, I figured out what the issue was. When I first type in Departure: KMGY and Destination: KMGY, it raises an error flag under the destination that it cannot be a circular route (whatever that means). When I typed in a fix name under the route field, I was hoping it would clear the error, but the error remained active. This is what was preventing me from filing. However, if I got back to the destination field and re-enter KMGY, it clears the error, and I am able to file. Seems a bit silly that it would not check all the entries for consistency when you type something in. I am labeling this as a bug.
However, there doesn't appear to be a way to file KMGY-KMGY with a blank route.