Finally we found the reason for the Problem.
It was a Registry Key:
"Show Sheet Format Dialog For New Sheet"=dword:00000000
In Version before 2015 we had this setting set to 00000001, in SWX 2015 it has to be 00000000 other the sheet will be blank.
Thank you so much for coming back and posting the solution for your own issue. I had the same problem with some of my macros which drove me crazy, but fortunately I found your solution here.
Just to add another hint: you have to close SolidWorks Solidworks SOLIDWORKS SWX prior to editing the value in the registry and restart SWX to make this magic work