I just encountered this same problem too. Pushed a new branch to remote successfully, and went to Merge Requests expecting to see the helpful “You just pushed a new branch - would you like to create a Merge Request” banner, but it wasn’t there this time. And when I check in branches, there’s no Merge Request button:
As you can see, Merge Requests are available for the project - other branches have the button. Just not the new one that I just pushed.
This gitlab instance (which unfortunately I do not control) is running 8.8.2