First, in the Power Pages site editor have you enabled the "Authentication Settings"? from the cog button above the list of Identity Providers.
Second, Site Settings exist for both the Enhanced and standard models. Not all Site Settings are installed (but even if not installed will usually have a default value) and sometimes if a setting does not exist you need to manually create it (enabling via the cog button should create what is needed if not already present).
Sign-In is a special page and does not exist as a page in your list of Web Pages
Could also try the url in your browser without the /en-US/ to see if it gives the same error etc