A group of Microsoft Products and technologies used for sharing and managing content, knowledge, and applications.
There are 3 separate issues here:
the original question was about lists being available on other sites which SP has never supported except with data view web parts.
"However, on other sites, it doesn't show the lists on the site:"
Joanne's response didn't address that problem but for some reason pointed to the second issue which mbsanchez has:
modern sites only show custom lists in the list picker
Problem 3 from JohnHamilton-Smith is about lists not showing up in the list picker which may or not be a different issue.
In a product as poorly implemented as SP Online with its many bugs and missing features, it's especially important to clearly identify the issue.