It should show up a box that needs you to confirm signing into connectors.

Then it will ask you about how many days in advance you want.

So those two boxes from the SharePoint List are actually just a kind of short cut. What actually was done is that a Cloud Flow was created for you. If I go to my Power Automate Cloud Flows I can see the scheduled flow that was just created for me.
New Created Cloud Flow
If I go Edit that flow "Get an Email Reminder" then I can see all of the steps that were automatically created in that Cloud Flow.
Reminder Cloud Flow Actions
So I basically showed you all of that to say that if the "Set Reminder" action is not functioning correctly on the SharePoint list directly. You can go to your cloud flows and see if there might be an issue such as not being signed in or connections not created.