As described in the WSJT-X 2.4.0 User Guide here
"The FT4, FT8, and MSK144 protocols support special messages optimized for NA VHF and EU VHF contests."
Q65 also supports the special contest messages and message sequencing, but at the release of v2.4.0 this support was not yet finished or fully documented. That's why the red label "Contest ?" is displayed if you switch to Q65 mode with contest messages elected.
JT65 does not support the special contest messages at all. To use JT65 in a NA VHF contest you should UNCHECK the "Special operating activity" box on the Settings | Advanced tab. You will need to add JT65 QSOs to your Cabrillo log manually.
As Reino reported, a flaw in WSJT-X 2.4.0 is activated if you switch from FT8 to Q65 mode while a special operating activity is active. This bug will be corrected in the next release.
Bottom line, with WSJT-X 2.4.0:
1. Be sure to uncheck "Special operating activity" when using the older 72-bit modes JT4, JT9, and JT65.
2. Set up a Configuration for each type of operation you normally use, rather than switching modes with the Mode menu.
-- 73, Joe, K1JT