The SXA Website name will be show up in the Experience Analytics Filter option only when the website analytics data (like online interaction , visits by page etc )
are submitting to xDB properly .
I have created one SXA Tenant with one blank page website in my local 9.1 instance , I gave the website name WebsiteFirst . Publish this and visit the blank web page near about 2-3 times .
I checked my xDB is working properly . While I checked the Experience Analytics Dashboard I am not able to view my newly created website name in the filter option .
I did the following things from control panel:
1) Rebuild the link database
2) Redeploy the all marketing definitions items.
3) Rebuild the all indexes and try to iisreset from command prompt .
Now I can see the newly created website online interaction data and also name in the filter options .