plotBands don't show up when there's no series data to start with
Example: http://jsfiddle.net/smcqk/4/
If you create the chart with data, the plotBands work as expected. If you create the chart without data, and add it later with addPoint/setData, you have to remove/add the plotBands to get them to show up.
Just adding data to a chart with declared plotBands won't work.
The problem is rather that the x axis doesn’t have min and max. See http://jsfiddle.net/highcharts/smcqk/15/. Adding a data series will set automatic min and max, so the plot band will display.
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factormystic commented
Working solution: set the min/max on the xAxis. When those are missing, they're inferred from the series data. But when no series data is (initially) provided, they're unknown and the Axis won't be drawn