This is a common mistake. Don't isolate your events like this, as event 7 is setting the conditions for event 8 which runs next, which sets the conditions for event 9, which runs next which sets option right back to "new" again. Have a single On key press, with subevents, for decoding, using Else between each to guarantee that only one ever gets processed at a time.
On Right arrow pressed
--->option="new -> Set option = "load"
---> Else option="load"->Set option = "exit"
etc...