This is working in my environment. Some configurations to check.
1. I had to add the Call center to the Pick Up Mode of delivery.(Add Channel)
2. "Support for multiple Pickup delivery modes" and "Ability to specify locations as “Shipping” or “Pickup” enabled within the Fulfillment group" features are enabled on the environment. The warehouses are updated as Shipping/Pick Up locations in fulfillment group.
3. Enable order completion for the Call center Channel.