"I chose this option: H.264 for Blu-ray. " Why you choose? Once you clic on create BD, it is automatically selected everything by default! The file coming out of FCPX is already ready.
more look at the bottom line: during authoring your BD it was not able to create the menu. BDs require menu, like DVDs. To create a basic menu: this operation is available in compressor, by clicking on the bar "selected golden clips 5" a window on the right side should appear.
it is very difficult to give instructions by this way, but you have not to interpret: by interpreting, and so, changing things, you complicate what is very simple. Please, follow the help instructions, in the suitable menu.