Issues with Custom Taxonomies

Hi there,
I just recently noticed the custom taxonomies option (Bravo BTW!) and have tried to enable it for two custom taxonomies I have, but it does not seem to put the correct url in my sitemap.

The url i’m getting is:
https://www.example.com/?taxonomy=&term=housing
The url should be:
https://www.example.com/directory/housing/

Is this just a problem with my site? Or a known issue with the new feature with custom taxonomies.

Thanks for the help, greatly appreciated!
James