eDiscovery case (Premium) and on-premise file share content

We have E5 license and Purview eDiscovery premium. We have a need to create eDiscovery case with on-premise file share data source. As part of this configuration, we have done the following:

1. Installed a graph connector agent on the on-premise file share with azure app registration with the appropriate permissions.
2. In Microsoft 365 admin center, configured file share data source linking to file share graph connector above. The files on the file server were successfully indexed. No issues. 

However, in the next step, while creating an eDiscovery case (Premium), we don't see "Add Graph Connector as a data source within a case" to add the above graph connector. What are we missing?

The user has Global Administrator permissions.