I see the issue.
Under the page Global Settings -> Auto Tags, you can click the "Add Tag" button to convert a custom tag into an auto tag. Your problem is that you have not created any custom tags.
To create a custom tag:
1. Go to Analytics
2. Open the Posts drawer
3. Click any post to show the post details
4. Click the (+) button to add a tag
5. Enter your tag name, press enter, then click Confirm
6. Return to Global Settings -> Auto Tags and click "Add Tag" again.
You should now see your tag in the list!