Hi Miguel,
this seems to work fine on my system (OS X, MMA10.0.2).
I generate some test data and export that:
data = RandomReal[1, 100];
Export["~/Desktop/cleandata.csv", Join[{"Test Data"}, data]]
Running your command:
dataset = SemanticImport["~/Desktop/cleandata.csv", "Real", "Dataset", HeaderLines -> 1, Delimiters -> ",",
MissingDataRules -> {"." -> Missing[], "" -> Missing[]}];
gives:
What happens when you execute your command?
Cheers,
Marco