Hi @ gdhi11,
I have made a test on my side, and don't have the issue that you mentioned.
The trigger "When a new email arrives" and "when a new email arrives in a shared mailbox" all work well to trigger the flow when a new email arrives or a new email arrives in a shared mailbox.
Please check if you have click the "Create flow" when you have finished to create the flow,and check if the email is with the same "Foder","To","Importance","Has Attachment", etc, as the configuation in your trigger.
Please wait for some minutes before the flow runs when the email arrives,sometimes the trigger would response some minutes later than when the email arrives.
In addition, please refresh the flow when the email arrives, and click the flow to see the run history of the flow, and check if the flow has run.

Please let me know if your problem could be solved.
Regards,
Alice Zhang