You need to select multiple layers.
Align works by aligning the layers based on each other's position not by aligning a single layer to the composition window. It is a bit confusing if you are anticipating a feature similar to Flash or Illustrator's "align to stage/artboard" function. In Flash and Illustrator, you can align to stage/artboard or align based on other objects. Unfortunately, I've never found AE to have an "align to stage (comp window)" option.