If you create the blueprint by right clicking on the C++ class and select “Create Blueprint class based on <>”, you will see this behavior.
If you create the blueprint by right clicking in the content browser and “Create Blueprint” and then navigate to the selected class, you will get the appropriate window.
So the first method will produce a Blueprint Class.
The second method will produce a Blueprint.
There is no way to create a Blueprint by right clicking on the class in the C++ class browser.
The difference is between a Blueprint and a Blueprint Class, which are -=NOT=- well differentiated. The documentation even claims that they are the same thing. They are not.