I'm having the same problem, same situation, however the controller field is set to 'cube' (was added by dragging the cube animator onto the cube object inspector panel.) So that isn't the problem.
I started the exercise over from the start and got it working. It appears that if we create an animation in the Animation timeline with an 'Animation' component, then delete the component and add an Animator component the wiring doesn't get wired properly. The animations did show in the mechanim window and all of the fields appeared to be set properly but obviously something wasn't connecting. I'm sure there is something that would reveal itself once we get more familiar with the intricacies of setting up animations but in the meantime it appears the easy answer is that if we have an animation component and are switching to an animator component, don't record the animation till after deleting the animation and adding the animator, or plan on re-recording the animation after the switch.
Btw, as mentioned... the bars show activity in the mechanim window but for some reason the animations weren't effecting the actual object, which upon thinking suggests some error in the script itself... can't double check unfortunately as I deleted the previous exercise.
I remember why I was thinking things weren't wired properly when switching from Animation to Animator... The area in Settings which showed the clips was empty and there was an error message that there was no action associated. I played with this, trying to fix it and couldn't. I'm guessing that at this point I could have deleted the animations and recreated them from scratch and this might have fixed it, or, there might have been another way to get this fixed that I wasn't able to find, but it seems this was at the heart of the problem. 
Are you using Unity 2017? I just tested this myself to see if anything was off. Here are the steps I followed: