Enable Messages in iCloud

This is a screen shot of the "how to" page. I never get the option to Enable Messages in iCloud. I have the latest updates on both iPhone and Macbook. I am running macOS Sierra. I have tried everything, and can't get it to work. I have to manually delete messages on my laptop, even though I've deleted it in my iPhone. They don't appear to be "talking" to each other. Both are signed in to the same iCloud account. Any suggestions? Thank you!

[Image Edited by Moderator to Remove Personal Information]