For current themes, dropdown menus depend on the Nested Navigation system. If you're using a theme version released before 2018, it is likely the case that you need to modify your current Navigation menus to suit this new system.
The system that came before Nested Navigation relied on connecting separate menus using handles and menu items. For example, if you had a menu with one item titled 'Our Catalog', you would have created another separate menu with the handle 'our-catalog' and add the menu items for the dropdown.
With Nested Navigation, you only need to create one menu, then add menu items to 'nest' below them and create dropdowns.
Check out this video for guidance with creating dropdown menus with Nested Navigation.