high sierra password protect USB drive

I have been trying to password protect a USB file in High Sierra 10.13.6. Samsung 128Gb thumb drive.

The instructions I found below did not work for me.

Step 5 I do not have any selection under Format for an encrypted format.

Step 6 I was never asked to enter a password as this document indicates.

https://support.apple.com/guide/disk-utility/encrypt-and-protect-a-disk-with-a-password-dskutl35612/16.0/mac/10.13