Disclaimer: I might have misunderstood your question. Feel free to ignore me 
(I thought you complained that you only get empty holes and are wondering why there is no model.)
There is a known issue if you updated from version 4: I had KiCad 4 installed previosly. Now i updated to v5. Now i have some problems with the library setup
And for a lot of operating systems you can choose not to install the 3d model library. (In windows it is a tickmark in the installer. In linux it is a separate package.)
But it might well be that there is no 3d model for the footprint you chose. It might help us to determine where your problem is if you would give us at least the name of the footprint in question.