Unable to create personal views in whole tenant

Our users would like to create personal views in modern document libraries (SharePoint Online).

But it does not matter which permission they have, nobody can add personal views.

Even me - and I am a global admin - is not allowed to do so, but of course my permission level is telling me, that I have permission.

What I find is, that all the time I save a new view I can only create public views.

Other users with lower permissions are not able to create views at all.

If I watch tutorials or screenshots from others they find the following option NOT greyed out:

Any ideas what the cause of this could be?