this is normal.Cocoa is more flexible with how you use the application menu.If you want default items to be available simply place TMainMenu component into the form....wait... Lazarus 2.0.0 ??? that might be a bit buggy with menu.
ok. Step #1 - get rid of 2.0.0. and use either 2.0.2 or recently released 2.0.4 (if you feel hardcore enough, you can try trunk version too)Step #2 - repeat TMainMenu component placement