I'm embarrassed to say that I figured it out, and I'm going to share this even though it makes me look really stupid.
I had watched some camera settings videos, and decided to leave the small Histogram window open. I picked a nice clear space at the bottom of the screen to locate that window.
Who knew that when selection boxes (like Dolly Zoom) open, they actually open "underneath" the Histogram window, so I was actually looking at my selection, underneath and through the Histogram window. When I tried to select Dolly Zoom, all I was doing was tapping the Histogram window.
Is it just me, or is this a bug? Shouldn't selection boxes like that always open "over" standard screen windows? I mean, they do for everything else on the screen. Why would the Histogram window block a selection box?