Automation lanes need to be added per envelope and each lane is similar to a mini track in that you can select different parameters from the lane's edit filter.
As soon as you change the filter on an existing envelope lane the data in it has no "home" so jumps back to the main track. Shift clicking on the show automation lanes button will break any existing envelopes on the track out into individual lanes.
If after adding one envelope lane you want to add more rather than select a different data parameter from the edit filter (as you did when you selected a send level) add a lane using the plus button and then select the required parameter from the new lanes edit filter.
Lanes are handy for working on multiple envelopes or multiple track automation at once. For basic one at a time I still prefer the "in track" method using the main track edit filter. It is nice to have the choice though.
HTH