Skeletal mesh bones don't become capsules automatically? (trying to create ragdoll hair asset)

Hi, I made a hair mesh in Maya and when I imported into the Unreal Engine it detected the skeleton, but when I when to the physics asset window it didn’t have any capsules around the bones automatically like in a tutorial I followed.

https://www.youtube.com/watch?v=Jq0 pB2Um_pA

Also noticed that when I rotated the bones, the mesh would not bend/move like in Maya.

Do you know what might be the problem?

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