I've read that 2.2.6, supportedFanSpeeds was introduced for the fan capability. While those speeds are reflected in the setSpeed command menu, they are not in the dashboard tile menu.
With a thermostat tile, the tile menu will only show you the options set in supportedThermostatModes and supportedThermostatFanModes.
Why is the fan tile different? I assume it was just overlooked when supportedFanSpeeds was added, and at this point it should be considered a bug in the Hubitat Dashboards.