Do you mean in the Add to SFDC Campaign step?
If this is inside a synced Program, then Marketo will ask you to use Change Status. If not, perhaps the SFDC Campaign has no members or there is something missing on the SFDC side? If it still persists, then call support.
I am having EXACTLY the same problem. The Campaigns are all there however the Campaign Member Status is not appearing into the drop down when selected. It also seems to be erratic and only effecting certain campaigns. I have tested and tested this and have had Salesforce verify their is nothing untoward with the campaign. Are we saying a campaign has to have members to show the status? If so, that isn't documented anywhere?
Technical issues aside, if the campaign is synced between Marketo and SFDC, you don't need to add the "Change Status in SFDC Campaign" flow step. If you just change the Program Status in Marketo, it should automatically update in the SFDC campaign (the SFDC flow step will be skipped if the campaigns are synced).