It is usually a setting that gets carried-forward from Multisim. It is ok to have the PCB properties set as routable layers all of them, the problem is that this comes down to be a Net-specific setting, so it overwrites whatever general setting is set-up in PCB Properties.
Going to the spreadsheet view and changing the 'routing layers' column is the method to use on your designs.
Another thing that might happen sometimes, is that when you transfer your design to Ultiboard first... 'and then' you change the layer technology (add new layers) those layers show up as '0' on that routing layer column, in other words, adding layers does not necessarily means you want to route every net on them, so after you add a new layer no net is selected to be routed on it. You have to specify it from the spreasheet view.