Motion Calibration & Distance problems

When I select Outdoor Run, I receive the following message on my Apple Watch: "To accurately track outdoor workouts, turn on Motion Calibration & Distance..."

I try to do that in the Watch's System Services, but "Motion Calibration..." is greyed out. "Calibration" is on but greyed out as well.

In my iPhone, Motion & Fitness > Fitness Tracking is enabled. Also, "Motion Calibration..." & Compass Calibration" are both turned on in iPhone's System Services as well.

My Wi-fi & Bluetooth are turned on.

What else am I missing?