I guess that's because the hints for "na" don't take the preceding verb into account and only give the most common translations.
It is also possible to say "pensar sobre" which is literally "to think about" and perhaps they want to distinguish between this form and "to think of" even if we don't really do that in English.
Do you mean in English because then it does? Especially as they're usually quite restrictive with translations. I meant more generally anyway as it's happened with other answers that include na. Translations can be a bit random as to what they allow, so there's always that sense of dread when you click enter.
Na is a contraction Em + a = na Pensa NA recipe Literally translating, in Portuguese or Spanish you always use "pensa em" (think "in" something) when you simply have something in mind in this moment. Also we use "pensa de" or "pensa por" in other meanings that I hope this app shows us later.