You’re not doing anything wrong; this is a bug, and one we need to sort out. The problem is that Dorico is getting itself confused about whether or not it needs to show the tempo editor when you actually select a point in the editor. You can actually still edit the tempos with the select tool, but you have to click in the right spot because the handles themselves don’t draw.
I’d noticed something strange there too and thought it was just me doing something wrong again. Glad to see it’s something which is recognised and I’m sure will be fixed.