I finally figured out it wasn’t possible, but why shouldn’t I be able to?

Steps to reproduce:

• Create a frame
• Create another frame inside
• Try converting the inner frame into a section (right-click)

Observe the “Convert to section” option is not available. To make it a section, you’ll have to know to convert the outer frame to a section. It seems like the only situation where covering a frame to a section is not possible. I don’t have a clear use case for it, but I’d expect to have the ability to. It’s not urgent.