So I just ran into similar, and this is I think what's going on:
It depends on code you didn't include here of how you visit the page. I'm writing an rspec request spec.
If I retrieve the page with rspec's own:
get '/some/path'
then response.body.should have_selector works as you say, but page.should does not.
To make Capybara 'page' work (and to make Capybara interactions like click_button or fill_in work), instead of retrieving with rspec's 'get', you need to retrieve with Capybara's 'visit':
visit '/some/path'
page.should have_selector("works")
'page', a capybara method, only gets set when using 'visit', a capybara method.
This does get confusing, all the mixing and matching of different libraries involved in rails testing.
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