Hi,
Just to confirm, is your mobile device already connected to your PC through Phone Link? Based on your screenshot, it seems that the issue is your mobile device isn't showing under Windows Settings, even though you're signed in with your account through Phone Link. Your device needs to appear there before you'll have the option to enable Mobile device in File Explorer which is the option you are trying to enable. If that's the case, this seems to be a bug, as another user on this forum is experiencing the same issue.
https://learn.microsoft.com/zh-cn/answers/questions/5959730/question-5959730?translated=true
That said, could you try re-adding your PC from the Link to Windows app on your mobile device instead?
- On your PC, open the Phone Link app, then go to Settings > Mobile devices > Add device.
- Select your device type to generate a QR code.
- On your phone, open the Link to Windows app and tap Add PC.
- Tap I see a QR code on my PC, then scan the QR code displayed on your computer.
- Follow the on-screen prompts to complete the setup.