Thank you for posting your query on Microsoft Q&A, from the above posted description I could understand that you want to know why event subscription is not getting created automatically while following the doc.
Please do correct me in the comments if this is not the ask.
Please be informed that to integrate KeyVault Events to Azure Event Grid, Event Grid subscription has to be created manually before integration for logic apps only. After the subscription is configured the connector will establish a connection just with an admin signin.
Once created the subscription would be available for connection as per given screenshot:
I would work to have the prerequisites updated in the documentation. Please do let me know if you have any further queries.
Thanks
Akshay Kaushik
Please "Accept the answer" (Yes), and share your feedback if the suggestion answers you’re your query. This will help us and others in the community as well.