I have the same problem/question.
Moodle 2.03+ Build 20110511
I have a lesson with three content pages followed by a question page. On the question page, for the jump after correct answer I have "End of Lesson" set. When the end of lesson page appears, there is no choice for next lesson. When I look at the dropdown of jump choices on the question page, the only ones available are the relatives ones and the absolute ones for the current lesson.
There is no next lesson choice only back to course on the End of Lesson Page.
Even if I set it to Next Page, it goes to an end of lesson page with no choice for next lesson. This will be a real problem in my case, as this course it to be taken in one sitting and the navigation will be a nightmare without this capability