@Herrera Chicas, Astrid AA [NC] - Thanks for the question and using MS Q&A platform.
Yes, this is known limitation with Managed attributes in Microsoft Purview.
In order to create these Managed Attributes, the Purview UI does a very good job and is probably the easiest and recommended approach. At the same time, Purview also offers the flexibility to create them using APIs. Here is an example: Use new APIs available with Atlas 2.2. - Microsoft Purview | Microsoft Learn
For more details, refer to Create custom attributes that uses multiple choices in Microsoft Purview and Managed attributes in the Microsoft Purview Data Catalog.
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