What version of Premiere Elements are you using and on what computer operating system is it running?
It is not going to matter much which version of Premiere Elements with burn to Blu-ray you are using in this situation.
The core of the issue goes to the fact that stop markers in Timeline content burned to Blu-ray disc format on Blu-ray disc are not recognized by the players.
So the viewer will not have the opportunity to obtain the following "c" result, except for movie 5 of a 5 movies set up.
a. select a main menu or scene button
b. play back just the movie selected
c. at the end of the movie, have the viewer taken back to the main menu
Same situation for stop markers and burn to AVCHD DVD as well as Blu-ray disc format on Blu-ray disc.
In this type of situation, if you have 5 movies and the viewer selects movie 3 button, the viewer is going to end up with continuous viewing
of 3, 4, and 5 before the return to the main menu.
A workaround might be exporting your Timeline content to a file that is supported by a 3rd party software that will do the rest of the job.
Please review and consider and then we can discuss this further.