thanks for asking.

You did everything correctly, except the drag & drop step in the 
menu. In order to get the usual context menu for your Behaviour, you 
have to drag the Behaviour from the "palette" on the left half of the 
window to the right. Dragging the app itself from the Finder to the 
menu will create a filesystem entry, which in this case functions 
just as a launcher and has no association with the Behaviour you 
created at all.

Hope that explains and helps you further.

Best regards, 
Felix