Hi!
Welcome to Microsoft Q&A forum.
This is a well-known Microsoft Family issue, referred to as “ghost family group.” You performed all the necessary actions, however, the back end was not able to remove your membership properly, and thus blocks you from creating a new one.
Go to any browser and type this URL: https://account.microsoft.com/family/home
Check any family group view and see if there is an option to leave Family Group.
Let me know once done so I can assist you further.