Use Stylesheet entry in New menu -- there you can specify what file to create: CSS/Sass/SCSS/Less/Stylus.
Such grouping done on purpose -- to make New menu more compact as on some setups especially where user has quite few own templates it's way to big.
Alternative approach is to create your own Sass template instead of editing pre-defined entry. This way it will be listed as separate entry in New menu.
To clarify things up:
The default Sass File template (which you can edit) will be used if you choose Stylesheet entry in New menu. The logic is the same as with PHP Trait template -- it's not listed in New menu directly but accessible via PHP Class entry where you can choose what object (Class/Interface/Trait) to create.