Hello,
Thank you for posting in Q&A forum.
Can I know if your computer is your working machine domain joined or private one?
This information may indicate that this WIFI setting is not allowed to be changed. It could be configured by group policy or other management tool.
You can open CMD window and run command:
gpresult /h c:\temp\gp.html
which will export group policy settings.
Please look into the group policy, navigat to network related settings and check if it's configured here.
Hope this answer can help you well.
Best regards,
Jill Zhou