i think I am having the same issue! I dont want a menu but have DVD scene markers spread out over my timeline. When I preview it in Premiere it alows me to skip back and forth. But once burned or written to an ISO image, the scenes are no longer avail to skip back and forth. Its like the skip chapter buttons have been disabled. If I create a DVD menu, they work. I just found this on adobe’s site:
https://www.adobe.com/cfusion/knowledgebase/index.cfm?id=332415
This ticks me off.