why I am getting error while adding data store entity in Expression Rule?

Did you check the tomcat log file for any details?

a!queryEntity(
  entity: cons!DATA_STORE_CONSTANT,
  query: a!query(
    logicalExpression: a!queryLogicalExpression(
      operator: "AND",
      filters: {
        a!queryFilter(
          field: "coveragesiteid",
          operator: "=",
          value: ""
          /*with and without value giving same error*/
        )
      },
      ignoreFiltersWithEmptyValues: true
    ),
    pagingInfo: a!pagingInfo(
      startIndex: 1,
      batchSize: 2000,
      sort: a!sortInfo(
        field: "siteid_Pk",
        ascending: true
      )
    )
  )
)

a!queryEntity(
  entity: cons!DATA_STORE_CONSTANT,
  query: a!query(
    logicalExpression: a!queryLogicalExpression(
      operator: "AND",
      filters: {
        a!queryFilter(
          field: "coveragesiteid",
          operator: "=",
          value: ""
          /*with and without value giving same error*/
        )
      },
      ignoreFiltersWithEmptyValues: true
    ),
    pagingInfo: a!pagingInfo(
      startIndex: 1,
      batchSize: 2000,
      sort: a!sortInfo(
        field: "siteid_Pk",
        ascending: true
      )
    )
  )
)