Currently the Release... button on the Kanban board cannot be used to also trigger a build on a Bamboo server.

The workaround is to:
1) Create a release using the "Release..." link from the Kanban board (to set the fix version for all issues in the Done column)
2) From the "Manage Versions" screen in the project, "Unrelease" the release that was just created
3) From the "Manage Versions" screen "Build & Release" the same version in order to get Bamboo to build and link to the release

As we can see from above, using the Kanban board's Release button is great for adding fix versions to all those issues automatically, but the process feels disconnected because you cant get it to trigger a Bamboo build as well.

The bottom line is for the Kanban's release function to work the same way as JIRA project's Build and Release function.