wp_nav_menu doesn’t generate parent/ancestor classes

This is part of code in _wp_menu_item_classes_by_context() that handles current class for pages:

// if the menu item corresponds to the currently-queried post or taxonomy object
} elseif (
    $menu_item->object_id == $queried_object_id &&
    (
        ( ! empty( $home_page_id ) && 'post_type' == $menu_item->type && $wp_query->is_home && $home_page_id == $menu_item->object_id ) ||
        ( 'post_type' == $menu_item->type && $wp_query->is_singular ) ||
        ( 'taxonomy' == $menu_item->type && ( $wp_query->is_category || $wp_query->is_tag || $wp_query->is_tax ) )
    )
) {
    $classes[] = 'current-menu-item';

1. IDs must match.
2. It must be of post_type type.
3. Query should be for is_singular.

Second point can be excluded, because CSS class for item type is generated correctly. So something goes wrong either with IDs or is_singular conditional.

Are you running any secondary loops on page? Most common reason for conditionals to break is improper use of query_posts().