Chris-Yue (and others that asked about this),
I can think of two reasons why your seeing the button greyed out:
1. The device doesn't support it. The target device needs to be a Azure AD Joined or Hybrid Azure AD Joined device. To troubleshoot you can check the enrollment type in Intune on the device - Its not exposed in the UI but you can spot-check some of your devices by using graph explorer or PowerShell and looking at the managedevices/deviceEnrollmentType value. For the button to be exposed the enrollment type would need to be one of the supported values: (WindowsCoManagement, WindowsBulkUserless, WindowsAzureDomainJoined, )
2. You need to have permissions. Check to make sure the account you are using has a role with "Managed devices/Set primary user "permission.
Hope that helps. If your still stuck with a grey button after checking these things be sure to raise a support ticket and we can figure out what is going wrong.
-Scott