You can't post questions to your blog. They are automatically posted as comments to the Musing.io root post in Steemit. The "Post to Blog" feature you are talking about applies only to answers, not the questions, themselves.
Perhaps the reason for this is because if you post the question to your blog, it will be nothing more than a Steemit post with a single question. This will look like spam, littering your main blog. In contrast, posting answers to your blog, which are usually at least a paragraph long, and sometimes even longer at several paragraphs and a few hundred words, will look more like regular blog posts that can add value to your blog and your readers.