Thanks @Pavel_NaNoi and @DSB!
You both are right. Now I have figured out why.
1. We need Pro instead of Home Windows


2. We also need the Power Automate premium feature, which I now signed up for a trial

3. One of the other reason why the Cloud Flow wasn't calling the Desktop Flow is because my PAD was not fully set up. It didn't correct itself even I reinstalled it following the prompt. Until I launched the PAD and went to the Settings - Open Machine Settings, it prompted me to install the runtime app.

4. So the conclusion is, I didn't have a complete PAD installation to work with the Cloud Flow because the PAD was already included in Windows 11. Even when I reinstalled it, it followed the default parameters and didn't reinstall fully either to work with Cloud Flow. After I completed the PAD Runtime app below, my PC is registered with Cloud Flow and ready to be used.


5. Now if I try to call Desktop Flow from Cloud Flow, it prompts to launch the PAD.
