The explanation of the Generalist badge is “Active in many different tags”. This explanation is less clear then the ones of other badges. Especially what does many mean here?
Here is the relevant information why nobody is awarded generalist badge in stats.SE. The top 40 tags must have at least 200 questions for the badge to be awarded. So although there are people who satisfy the requirements of the badge, the stats.SE as a site does not, since currently only one tag r has more than 200 questions. So it will be quite a when this badge will be awarded, although when it does, quite a few people will immediately qualify.
I think we failed to update the description on all the other sites. This is a bug.