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Tom,
Another observation, I performed the LoTW in menu selection, and received a new QSL. The QSL was in fact a new country/ DXCC entity for me. The "New One?" column did not show a check mark or x.

When does the "New One?" column get marked?

The "New One" is not shown, when you have it confirmed with a Paper QSL card.
eQSLs will not be count for these statistics, because these are not valid for DXCC.
When it is really a new one for you, then there could be a bug. I do not get totally new ones via LoTW, since I have only 4 entities to go. I have to find a way to simulate this case for testing.