Adding New Control Doesn't Automatically Parent The Selected Bone

I’m trying to learn how to create a control rig. According to every video on the internet, if I select an element in the rig hierarchy while creating a new control, the control should be automatically get parented to that element. But when I do the exact same thing, the newly-created control doesn’t get parented to anything.

Is there any setting I missed out on? According to Epic’s own documentation, it should be doing this by default.