I cut-n-pasted your first example into a new Passage and the expected five missing passages were automatically created when I closed the Passage Editor. (using the small X in the top left corner of the dialog)
I did notice some syntax and target passage naming issues with your first example:
1. The Target Passage Name of a Markup based link should be a valid name and should not begin or end with space characters, because the Automatic Create Missing Passage feature may include those spaces when it names the newly created passage.
[[Break in <- Try Again?]] <== BAD LINK
[[Break in<-Try Again]] <== GOOD LINK
2. It isn't a good idea to include punctuation characters (like question mark, colon, quotes, etc..) in a Passage name, because these characters can have special mean in web-development technologies, and may also interfere with the story format's ability to locate the passage.
The Automatic Create Missing Passages feature of the Passage Editor and the Determine Links Between Passages feature of the Passage Map only support standard Markup based links, which is why the (link:) macro based links in your second example will neither create the missing passages or show as connections within the Passage Map.