when we click it does nothing. usually in other desktop environments (cinnamon, gnome, kde, windows) when we click resource monitors it opens the resource monitor app where we can get more detailed information.
Have you enabled the feature in the preferences ? Here, when i click on the bar, it opens the taskmanager... which version are you using ?
It works for me in xfce4-systemload-plugin-1.2.0-1.fc25.x86_64 (have enabled it in plugin's preferences dialog).
I confirm that you need to enabled it in plugin's preferences dialog.