Protect Form Control in Excel 2019

I created Form Controls on a worksheet in Excel 2019 on Win 10 x64 to run macros.

I followed all the embedded help on protecting a control i.e. ( except step 5 )

==================================================================

Protect controls and linked cells on a worksheet

You may want to add protection to Form controls and ActiveX controls to prevent users from moving, changing, or deleting controls.

If one or more controls is an ActiveX control:

Make sure that the Developer tab is available. For more information, see https://support.office.com/en-us/f1/topic/show-the-developer-tab-e1192344-5e56-4d45-931b-e5fd9bea2d45?NS=EXCEL&Version=19&ThemeId=4&IsSasFeedbackEnabled=True.

Make sure that you are in design mode. On the Developer tab, in the Controls group, turn on Design Mode

Select the control that you want to protect.

For more information, see https://support.office.com/en-us/f1/topic/select-or-deselect-controls-on-a-worksheet-c4333a13-5a39-485c-af13-5d23440faed4?NS=EXCEL&Version=19&ThemeId=4&IsSasFeedbackEnabled=True.

To prevent a user from moving, sizing, or deleting a control, right-click the selection, and then click Format Control.

On the Protection tab, select the Locked check box.

If the control has a linked cell, unlock the cell so that the control can write to it, and then hide the cell so that a user cannot cause unexpected problems by modifying the current value. To unlock the cell:

On the Home tab, in the Cells group, click Format, and then click Format Control.

On the Protection tab, clear the Locked check box, and then click OK.

Then, hide the column or row that contains the linked cell, or move the contents of the linked cell to a separate worksheet, and then hide that worksheet.

For more information, see https://support.office.com/en-us/f1/topic/hide-or-show-rows-or-columns-659c2cad-802e-44ee-a614-dde8443579f8?NS=EXCEL&Version=19&ThemeId=4&IsSasFeedbackEnabled=True and https://support.office.com/en-us/f1/topic/hide-or-unhide-worksheets-69f2701a-21f5-4186-87d7-341a8cf53344?NS=EXCEL&Version=19&ThemeId=4&IsSasFeedbackEnabled=True.

To prevent users from changing the protections on the cells and controls that you have set, protect both the worksheet and the workbook.

==================================================================

Despite everything, I can still right-click on a control and see "Assign...", "Format...",  etc.

How can I actually protect a control?

Thank you.