There are two separate data files. The iCloud data file and the local data file.
When you enable iCloud syncing for the first time, the local file is copied to iCloud to ‘seed’ it. Since this was done initially on the iPhone, with an empty data file, the iCloud file is also empty.
First, turn off iCloud syncing on the Mac and iPhone.
Then you need to delete the iCloud file (via System Preferences > iCloud > Manage… > DayMap > Delete All).
Then turn iCloud back on from the Mac.
When you do this, the data file which is filled with items will be copied to iCloud and all will be well.