I'm using QGIS 2.6 Brighton on Windows with SAGA 2.0.8 installed using OSGeo4W. I have the same versions installed on OSX as well which is not having this problem.
On Windows, I'm trying to extract elevation values from a DEM using a polyline shapefile by manually running the SAGA "Add Grid Values to Shapes" processing algorithm. I've done this operation many times with the same data set on QGIS 2.4. The DEM and shapefile are available as a zip file here: https://code.google.com/p/geospatialpython/source/browse/road.zip
The DEM and the shapefile are the same projection (EPSG:26910). Everything runs without errors and the result is loaded, but what would normally be the averaged elevation value in a newly generated attribute column is NULL. I can do the same thing on my OSX installation and get the expected result. My end goal is actually a much more complex Python script that was working on QGIS 2.4 so this example is a trivial troubleshooting step to figure out where the problem is.
The algorithm command in the log is the following:
And there are no warnings or errors either in the Processing Toolbox log or in the log window of the tool's dialog.