If you are using Nginx as a reverse-proxy cache, and as described in the reverse proxies documentation section, you must bypass Nginx cache rules when profiling.
The instruction you must add to your Nginx configuration file depends on the Nginx module you are using.
Using http_fastcgi module
fastcgi_cache_bypass $http_x_blackfire_query; fastcgi_pass_request_headers on;
Using http_proxy module
proxy_cache_bypass $http_x_blackfire_query; proxy_pass_request_headers on;