In the MicroStation integrated version, when attempting to create a catchment from a complex shape using the tool settings layout option Select, nothing happens.
To convert complex shapes in a DGN to simple shapes:
Another workaround/option may be to import the polygons as catchments using ModelBuilder: Using ModelBuilder to Import External Data
It is possible though that you may still need to convert the polygons to "simple" shapes, or possibly try saving to DXF first, then using the DXF file in ModelBuilder. See: Is is possible to import the complex shape type into ModelBuilder as a polygon?
It is also possible that the catchments are actually polylines that look like closed shapes. See: Catchment option not available in Modelbuilder when using DXF with polygons
Difference between shape and complex shape
Change complex shape to simple shape