Creating Adjustment Layer does not create layer mask.

I am trying to get a grasp on adjustment layers and layer masks.  I have been watching numerous tutuorials and one thing I've noticed is they all click on the adjustment layer they want to use, example: Exposure and up pops a settings box and on the right under the layers panel there is a box with a circle in it.  Fine so far.  In ALL the tutorials I have watched a blank white layer mask appears at the same time.  The instructors then go about painting or whatever using that layer mask.  When I do it, the white layer mask does not appear.   In order to get a layer mask I have to click on the Add Layer Mask at the bottom of the panel.  

Do I have something set wrong or...?  I've tried Googling it and YouTubing it but can't find an answer.  I'm using Photoshop CC 2019 with the latest update.  Thanks much in advance.