Issue with Collections

I am working with the latest version of Lightroom Classic on an Acer Tower and I am having an issue with making a collection the target collection. I have streamlined my workflow. After importing my photos, I create first a collection set, then nested beneath that first a collection consisting of the full shoot. Then I want to create another collection, also nested under the Collection set, called Picks. I deisignate that collection as the Target Collection. The problem is that when, after using the filter and narrowing the images down to the ones I have rated, I select those but then right click hoping to add those to the target collection, that option does not appear and instead I get the message Create Quick collection. What am I doing wrong? Thanks as always to community