This is Magento CE 126.96.36.199 installed from scratch, no themes, no extensions.
Go to Backend
From System -> Import/Export click on Dataflow Profiles
Click on profile with ID number 1 - Export All Products
Change the profile and Run it several times
Click on Profile History. You should see profile history. Click on [Search] button, nothing shows up. Select from Profile Action Run option do a Search, then Update option and do a Search. There are no rows showing up.
Checking Magento database, table [dataflow_profile_history] has information recorded. Column [action_code] has values like run and update.
Even the information is stored inside the database, Profile History in Dataflow Profiles is not showing information about Run, Create and Update of a profile. In my humble opinion this is a Magento bug. See the attachments.