Hi Bacca,
Thanks so much for your report and welcome to the forum!
Unfortunately, I cannot reproduce the issue. Would you be so kind as to provide a screencast using https://jam.dev showing and explaining what’s happening? Also, please check the console to see if there are any errors while creating the theme style.
OK, I decided to deactivate all of my plugins (of which I only have 5) and try again. It worked perfectly and a new theme style was created.
So, activating the plugins one at a time and trying again I was sure I would find the culprit.
I now have all of my plugins reactivated and it still works.
I didn’t manage to get to the root of the problem but deactivating and reactivating worked for me so if anyone else has the same problem, give this a try