Hi Mike
If you've recently been assigned the Monitoring Contributor role, it may take some time for the permissions to fully propagate across the system. Please wait a few minutes and then refresh your session to ensure that the updated permissions are applied.
https://learn.microsoft.com/en-us/azure/azure-monitor/alerts/action-groups#create-an-action-group-in-the-azure-portal
If the issue persists, it’s worth checking if your account has the necessary permissions at the correct scope (subscription, resource group, or resource level). In some cases, roles such as Owner or Contributor may be required to create and manage action groups.
let us know if any help, we will always help as you needed.!
If the answer is helpful, please and "Upvote it".