Hi there!
After reading through this article a couple of times (Turn Project for the web or Roadmap on or off for users in your organization - Project for the web | Microsoft Docs)
it is not possible to activate roadmaps as the project settings are not visible for my global admin in my org.
Please find my licenses below (from PowerShell).
I already got in touch with Cliff from the Microsoft Community (I cannot find project settings in Admin Center - Microsoft Community).
Cliff couldn't help me as this seems to be an issue in Dynamics 365.
Thanks in advance for your help!