I am also having this issue and submitted a ticket for it. The option simply doesn't exist. It strikes me that if I type a word wrong that IS in the dictionary, it will offer to "learn spelling" for the incorrectly spelled word that it thinks I'm trying to write. However, if it doesn't recognize the word at all, there is no option to add it to the dictionary. I tried the above users "avcado" test and I only see "learn spelling" not "add to dictionary". Version is 10.6.9.