Airplay doesn't work

"I am running MacOS 10.15.2 (Catalina) on a 2017 MacBook Pro. The Airplay icon is not visible in the menu bar. This blocks me from using Sidecar on my new iPad Pro. Going to System Preferences > Display achieves nothing. The "Airplay Display" toggle is on "Off" and cannot be turned on. Checking and unchecking "Show mirroring options" has no effect. Nor does going to Security & Privacy > Firewall. The answers always assume the sufferer is trying to solve a problem on Apple TV. This is not the issue."

Credits to GCSinKTM