No "Save A Local Copy" option for TIDAL playlists

I have many TIDAL playlist I’d like to import as native Roon playlists.

From this page:

You can also browse for Tidal playlists in Roon by selecting Tidal from the main navigation sidebar. If you find a playlist that you like, select it, click the 3 dots icon and select Edit and Save A Local Copy"

When I press Edit, I only see options to rename and delete, and then cancel or save my changes.