I had the same experience… If you install the theme into the default WordPress starting site, you initially have a couple of items in the menu, including one called ‘Sample page’. These disappear when you explicitly specify the menu within the Menu edit interface. Basically, it appears that you are replacing some original default menu with the specific custom menu. To get the items back you need to specify the links/pages in the new menu.
I haven’t got a screenshot because I would have to undo my fixes to recreate the issue. I don’t see it as a bug because you get what you specify.