I had this issue when first attempting to create a side navigation in UI builder, I input my pages, icons, labels, etc, but when I checked my page, there was no side menu!!
The simple fix was going into the Advanced side navigation settings and changing the Type from String to JSON.
I am not sure if this is just a bug in the current version of ServiceNow or not, however, it did the trick for me and now my side menu is showing correctly!
I hope this helps.