What follows could be taken as snarky, but it is not meant that way.
Are you certain that the computer you are using actually supports Bluetooth? There are lots that don't, particularly if they're older. It's easy enough to add via a nano-sized USB Bluetooth adapter if that's the case.
But if your machine does not yet support Bluetooth, this would be the expected behavior.
If you want to check, hit the Windows Key, type device manager, then hit enter. There should be an entry for Bluetooth in the device list if your machine has a Bluetooth card. Definitely expand that entry if it's there, and double check that the Bluetooth device is actually enabled and functioning normally, too.
Brian - Windows 10, 64-Bit, Version 21H1, Build 19043
It is better to be hated for what you are than to be loved for what you are not.
~ André Gide