Master Style option missing

Hello,   I'm trying to create a Master Style but the Master Style option does not show up. As you can see, where it should be I just have Styles with no option to create a Master Style in the pull down. This was an issue for me in Premiere 2020, I just upgraded to 15.2 and I still don't see it. What am I doing wrong?  I'm using a PC with Windows 10.

Thanks for your help.