The BNB in binance.sg is ERC20 based token.It can ONLY be sent to ERC20 address and therefore please make sure you are sending to the correct address.
In order to deposit BNB from binance.sg to binance.com, please follow the following steps.
1. Select ETH from the drop down and copy ETH deposit address in binance.com
2. Paste the address in binance.sg send BNB page and click Submit
For further information, please refer to Binance Chain Mainnet Swap