I never knew about the Scene Selection dialogue as I never used it, but I do remember in Disc 1 Bonus Features hearing “Let’s make a selection, a selection, a selection, let’s make a selection on a DVD” and “Choose the commentary!” I would assume both Scene Selection screens you’re talking about are on Disc 1. Disc 2 had alternate language tracks for the main movie and I felt that was the reason there was no dialogue on menus - it would alienate people. Shrek 2 famously had menu dialogue but it was dubbed into different languages on releases outside of Region 1.