It looks like this may be a limitation in Lightning Experience. We are instead encouraged to related Campaigns using the Campaign History related list (or a custom-developed experience). There is an idea floating around (see below) to allow this field to be used when creating a new Lead in Lightning Experience.
https://success.salesforce.com/ideaView?id=0873A000000CPmxQAG Hope this help you
If an Object Related List (via a lookup relationship to another Object with a corresponding Related List) appears in Classic but not Lightning, review the Field Level Security of the Object with the missing Related List. To display the Related List in Lightning, the Object's Field Level Security must be set to "Read" for all profiles within the Profile Setup.
I hope you find the above solution helpful. If it does, please mark as Best Answer to help others too.
https://success.salesforce.com/ideaView?id=0873A000000CPmxQAG
Hope this help you
If an Object Related List (via a lookup relationship to another Object with a corresponding Related List)
appears in Classic but not Lightning, review the Field Level Security of the Object with the missing Related List.
To display the Related List in Lightning, the Object's Field Level Security must be set to "Read" for all profiles
within the Profile Setup.
I hope you find the above solution helpful. If it does, please mark as Best Answer to help others too.
Thanks and Regards,
Deepali Kulshrestha