As I expected, Bunsenlabs have built Audacity with the wrong version of WxWidgets. See: Missing features - Audacity Support
The PPA version mentioned in that page is designed for Ubuntu and derivatives, but ‘may’ work with Bunsenlabs. The better solution would be to build Audacity from the source code. As Bunsenlabs uses Wx3.0.2, it would be easiest to build the current 2.1.2 version of Audacity, or for less bugs, the current 2.1.3 alpha (available from GitHub).
These instructions should be pretty close : Building Audacity 2.1.2 on Ubuntu 15.10 but I’d suggest using the 2.1.3 source code, downloaded as a Zip file from GitHub - audacity/audacity: Audio Editor
You may also want to report the problem to Bunsenlabs.