Can't paste or add range for Custom Lists

I'm trying to paste a list into Custom Lists under Sort & Filter, but the paste is always greyed out. No problem though, MS says you can also create a custom list from a cell range. Yet, even that doesn't work! There is no field in the Custom Lists window to enter a cell range.

I have closed and reopened the worksheet, and tried a new workbook, but it refuses to work. I'm beginning to think MS changed something. I'm using Office 2019 if anyone else can confirm this issue.

Obviously, I could just type my list in, but I'm more curious why the other methods are not working.


Mike