Make sure you have horizontal scrolling enabled in the
menu. Also, if you don't have tiles actually on screens 2+, then LM will by default automatically trim the level to only the used screen count (you can disable that in the menu under "Options -> General Options" if you want). Third, make sure you don't have either of the "Layer 2 Scroll S/L" sprites active in the level, as horizontal scrolling will be also automatically disabled for them.
Professional frame-by-frame time wizard. YouTube
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