I'm using Worklight Studio 6.2.0.01 in Eclipse Luna and Ubuntu 14.04 (Also tested it in Ubuntu 12.02 and Eclipse Kepler).
I've followed the following steps to create a hybrid application with the iOS environment:
There are no errors in Worklight nor Server console
Problem: the native folder inside apps\my-app\ipad\native contains only 2 folders, and there's no [project].xcodeproj.
Tested in Ubuntu and the iPhone environment's native folder was properly created.
As you wrote in your question, please double-check again with these more-precise steps: