Notifications for quarantined messages to admins

I am a global admin but don't receive notifications if a message arrives in the quarantine. Is this possible at all?
What I did until now:
Opened directly the Quarantine policies site in Microsoft 365 Defender portal, but it is empty and cannot add a new policy: https://security.microsoft.com/quarantinePolicies
Activated the admin notifications in Exchange Online PowerShell through the following cmdlet: Set-QuarantinePolicy -Identity "name" -AdminNotificationsEnabled $true
Changed the settings for spam emails to "Quarantine" in the default anti spam policy.
Activated the notifications in the default anti spam policy.