The WordPress plugin Mega Menu has the possibility to display a “down arrow” for a menu item where a submenu is available (i.e. the menu item has “children”). The problem was that the arrow was not displaying.
It turned out it was a collission with the theme, Cherry Framework 4. In the settings of the theme’s native menu, there is a possibility to enable “arrow markups”. When this is enabled in Cherry Framework 4, the arrows in Mega Menu is not displayed.
Solution: Go to Cherry -> Options -> Navigation -> Set Arrows Markup = off