UPDATE: I was able to get this to work by running more trusted shortcuts! Seems odd, but after adding the trusted gallery shortcuts for "washing hands music," and "top stories from Apple news," the setting for allowing untrusted shortcuts is no longer greyed out! So, as unlikely and strange as this is, it seems to be the fix.
ORIGINAL:
Hi. I have the same problem. I ran a few trusted shortcuts ("alarm set," "when do I need to leave"). Then returned to settings to see that the choice for allowing untrusted shortcuts is still greyed out. So I powered off the iPhone and restarted it. Ran another trusted shortcut. At settings, "Allow untrusted shortcuts" is still greyed out.
I am running software version 13.5.1 -- so it doesn't seem that I'm behind on updates.
Any idea how to address this?
Thank you,
Carl