Verify Backups - Time Machine

I understand that if you hold down the Option Key while accessing the Time Machine pull down menu for the top bar on the screen you can see an extra option called "Verify Backups".

When I do this the option is always greyed out. I'm backing up to a Local USB-C disk and I've never been able to access the option. Even reformatted it and created a new Time Machine backup to ensure it's valid - no joy.

Anyone got it working ? I'm running Catalina 10.15.5