Hi Yuri,
I am not really sure but will play with a lesson to see if I can get it to say that.
Remember that changing you status from a teacher to a student does not always work
Log in as a test student and see what happens.
Sounds like you have a question in the lesson, which would be my first point. I always like to have a branch table or question page as my last page in the lesson. I want all my student to end up on this page. At least one of the jumps on this page go to "end of lesson". Sometimes this is the only question page in the lesson and it is impossible to miss it.
I sometimes turn on scoring to see what is going on in the lesson for my test student.
Look at your Lesson settings. I wonder if some settings are fighting each other. Do you have custom scoring on, and minimum number of questions set, but none of the questions award points for a correct answer? Or the minimum number is set too high ? Set the minimum to 0 and see what happens. They will not be able to complete the lesson if it is set to 100 and you only have 10 questions. Been there done that.
Hope this helps. Chris