Open Graph Actions require that the user grant the publish_actions permission for your Facebook Application. That is what allows your site to post on the user's behalf. To request that permission from your users, you need to go through the Facebook Permission Review process. This can be done in the
Facebook Developer Area
for your app under the "Status & Review" section. In there, you'll need to describe that you want to use the permission for Open Graph Action usage on your site.
Because that hasn't been submitted and approved, right now, when I click the action button, I'm being redirected to Facebook to grant that permission. Since that's not a permission you can request of your users yet, it's simply redirecting me back to your site.
To test, you can try to use the action button from a user that is an administrator of your Facebook Application, who can grant any permission for your app.
I hope that helps explain, but if you need more assistance, just let us know.
Thanks,
Alex