No Options for Planner Teams Notifications

Wondering if anyone else has had this issue. We run a GCC instance of M365 and we are not receiving notifications for any of the Planner tasks that get created and assigned. When I go into the settings in Planner on the web, I am not able to see anything where it says "Have Planner Show me Notifications When" - there are not options to select, it's completely blank.

Anyone seen this on their end?