I have seen this happen if you set up the pages to be created in the wizard, then go into the Field Settings section and set the field to be a menu.
Changes on the manage pages tab need to be done from top to bottom
First set the Field settings, then define the pages to be created to use those field settings.
If you already have the pages set to be created in the define features section, select each one, and use the trash can icon to remove before making changes in the Filed Settings section, then add the pages to be created back in.