Hi Jason ..
Actually, when a lesson is created, it doesn't show a drop down, but just a list showing the options. I was confused with that.
Now, I added a page to the lesson. Then tried to add another question page, and noticed it.
STEPS TO REPLICATE:
- Create a new lesson in a course
- Add any page to the lesson
- Go back to the lesson home and try to edit the lesson
- Notice the dropdown "Add a new page"