Phew! I thought there was something wrong with the menu, but it turns out that you need to make yourself a bit more familiar with the programme!
SD does offer a way to edit the dropdowns, and they are indeed links, so no workarounds needed.
Check out the attached images. First img1:
Stay at the lowest breakpoint, so that you have the 'hamburger' style menu, that is the easiest.
1. Open the element tree pane.
2. Uncheck the box
Then you will see all the menu items.
Then Img2:
1. Select a menu item to edit and open the text editor
2. Click on the pen symbol to open the dialog
3. Add the text you want to show, like 'Home', or 'Contact' etc.
4. Remove the # and write the url. External links have to start with http://, internal links can be relatively referenced.
5. Click on Apply.
A tip, so that you don't get into trouble: If you have a link like e.g. Services, with a dropdown with service 1, 2, 3 etc, then don't make any link on the main button, only on the dropdowns.