The only reason I can think of that would account for that behaviour is that your insertion point is in an object/range that you can't add a page break and/or section break to. For example, if you have a header/footer open for editing or the insertion point is in a textbox, content control, or portion of the document to which editing restrictions have been applied.
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Cheers,
Paul Edstein
[Fmr MS MVP - Word]
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