It’s because lyrics are not attached to notes, but to rhythmic positions. This is different from Finale, and has both advantages or disadvantages depending on the scenario. Once you know what to expect, I find it just as easy to work with.
In this case, I’d select the following note and its lyric, press 4, then Alt-right arrow to move it over by a sixteenth (assuming your grid is set to 16ths).
Then select the note before it and turn it to a dotted.