Use the Style Sheet in New - there you can specify which file to create: CSS / Sass / SCSS / Less / Stylus.
Such a grouping is done on purpose - to make the New menu more compact than on some settings, especially where the user has quite a few own templates to make it big.
An alternative approach is to create your own Sass template instead of editing a given record. Thus, it will be listed as a separate item in the New menu.
To clarify the situation:
By default, the Sass File template (which you can edit) will be used if you select Stylesheet from the New menu. The logic is the same as with the PHP Trait template - it is not displayed directly in the New menu, but is accessible through the PHP Class entry, where you can choose which object (class / interface / sign) to create.
source share