I have just upgraded Lightroom in a Windows 10 system and in OSX El Capitan.
I have notices on OSX the available IMPORT Advanced Options are as depicted in Lightroom Journal | Tips and advice straight from the Lightroom team.
But under Windows 10 I just get the first one no options for Rename, Make a Second Copy or Convert to DNG. I have installed twice removing Preferences. It's as designed?
At the top of the options menu in the Destination section you have it set to "ADD".
Change this to "COPY" and then you should see the missing options
Oops, I had not noticed that in my Windows example. Thanks!