Joints dont work with an Anchor of (0,0,0) why?

I have an arm rigged in blender, its pivot point and center are located at the elbow. I want to add a joint to this arm in unity, and have it rotate around its elbow. But having an anchor from the joint at its origin, (0,0,0), does not seem to work.
Why is this? And how do I fix my issue so I can rotate my rigged arm at its elbow?

This should work just fine, at least it does for me. Could you give some more details?