I told local menu to have a starting depth of "one level deeper" children and nothing shows up.

I was testing out this menu to see how it worked and I gave one of my primary navigation links some children. I set local menu to have a starting depth of one level deeper so that when you were on the parent page, it's children show up. However, this isn't working for me. When I navigate to this page there is no menu at all even though it has two children.

Is this normal or am I missing something?

thanks,
Becky