That’s because they are still drafts, you have to publish them (change status to listed) to make them sortable.
Klick on the three dots and select changeStatus. Note that you can only sort pages that use the default sorting scheme (with numbers prepended to the folders in the file system), not if you sort alphabetically or by date.
It also just noticed that the control is different in the Documentation sample -> Specifically the “Select” option at the top right. Is it possible to choose a sub page that has been created somewhere else in the panel? o.O
This post is exactly what we need to clarify for new users what distinguish pages sections vs. pages fields. I stumbled about this while my research for my other thread too.