Currently we dont have a way to create screen flows directly from case designer stages and steps. But, you can create a screeflow from app explorer and design the flow by yourself and add it as a step to the case designer.
I mean to say we need to have another option for Step Type drop down for creating screen flows. Upon selecting this option from Case Desginer, stages configuration panel, then a screen flow should be created automatically.
In order to follow up on your suggestion a thorough review of all of the factors contributing to the issue is required. Please submit a Service Request (SR) so that one of our Customer Support technicians can work with you on this. You can do so by contacting Pegasystems Global Technical Support through My Support Portal.